-38.0%
VG vs RSG
+5.9%
-43.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | +11.1% | +3.3% | +7.8% | +9.2% |
| 3M | +14.9% | +8.5% | +6.4% | +10.0% |
| 6M | +18.4% | -3.5% | +21.9% | +18.3% |
| YTD | +116.6% | +5.5% | +111.1% | +109.1% |
| 1Y | +9.4% | -1.7% | +11.1% | +8.8% |
| All | -38.0% | +5.9% | -43.9% | -41.9% |
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