-49.4%
VG vs RSG
+18.7%
-68.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.7% | +2.0% | -9.6% | -8.4% |
| 30D | -8.8% | +14.2% | -23.0% | -14.3% |
| 3M | -15.6% | +15.8% | -31.4% | -21.4% |
| 6M | +5.2% | +24.6% | -19.3% | -5.5% |
| YTD | +76.9% | +18.2% | +58.7% | +61.8% |
| 1Y | +42.5% | +22.8% | +19.7% | +28.9% |
| All | -49.4% | +18.7% | -68.1% | -55.0% |
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