-39.3%
VG vs RF
+35.4%
-74.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.1% |
| 30D | +16.0% | -3.6% | +19.6% | +17.7% |
| 3M | +9.7% | +8.1% | +1.6% | +4.5% |
| 6M | +29.6% | +11.5% | +18.1% | +20.5% |
| YTD | +112.0% | +15.6% | +96.4% | +89.2% |
| 1Y | +12.8% | +15.7% | -2.9% | +0.4% |
| All | -39.3% | +35.4% | -74.8% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling