+64.4%
VG vs RSG
+23.9%
+40.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.3% | +4.1% |
| 7D | +15.1% | +1.4% | +13.7% | +14.4% |
| 30D | -4.2% | +15.0% | -19.2% | -11.3% |
| 3M | -3.1% | +18.5% | -21.6% | -12.3% |
| 6M | +0.3% | +25.8% | -25.5% | -13.5% |
| YTD | +95.5% | +20.8% | +74.7% | +68.1% |
| 1Y | +64.4% | +24.8% | +39.6% | +35.9% |
| All | +64.4% | +23.9% | +40.5% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling