-44.1%
VG vs RSG
+21.3%
-65.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.3% | +4.2% |
| 7D | +15.1% | +1.4% | +13.7% | +14.5% |
| 30D | -4.2% | +15.0% | -19.2% | -10.1% |
| 3M | -3.1% | +18.5% | -21.6% | -10.5% |
| 6M | +0.3% | +25.8% | -25.5% | -10.1% |
| YTD | +95.5% | +20.8% | +74.7% | +77.4% |
| 1Y | +64.4% | +24.8% | +39.6% | +48.0% |
| All | -44.1% | +21.3% | -65.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling