-39.3%
VG vs S
-14.5%
-24.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.7% | -7.7% | +9.4% | +3.6% |
| 30D | +16.0% | -5.3% | +21.3% | +16.9% |
| 3M | +9.7% | +20.3% | -10.5% | +2.8% |
| 6M | +29.6% | +47.4% | -17.8% | +11.8% |
| YTD | +112.0% | +32.5% | +79.5% | +88.7% |
| 1Y | +12.8% | +9.5% | +3.3% | +9.9% |
| All | -39.3% | -14.5% | -24.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling