-49.4%
VG vs RF
+29.2%
-78.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.5% | -9.2% | -8.2% |
| 7D | -16.4% | +2.3% | -18.6% | -17.2% |
| 30D | -10.8% | +7.2% | -18.0% | -13.4% |
| 3M | -6.3% | -8.2% | +1.9% | -3.1% |
| 6M | -12.5% | +7.0% | -19.5% | -17.1% |
| YTD | +76.9% | +10.3% | +66.6% | +60.7% |
| 1Y | +51.8% | +25.1% | +26.7% | +22.3% |
| All | -49.4% | +29.2% | -78.6% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling