+49.9%
VG vs RF
+22.4%
+27.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -4.8% |
| 7D | -22.0% | -1.6% | -20.4% | -22.3% |
| 30D | -14.7% | +5.0% | -19.8% | -13.1% |
| 3M | -7.1% | -10.0% | +2.9% | -10.4% |
| 6M | -11.2% | +3.3% | -14.5% | -10.5% |
| YTD | +69.8% | +7.9% | +61.9% | +77.3% |
| 1Y | +49.9% | +21.2% | +28.6% | +40.9% |
| All | +49.9% | +22.4% | +27.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling