-51.4%
VG vs S
-7.8%
-43.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.8% | -1.9% |
| 7D | -22.0% | -16.7% | -5.3% | -18.5% |
| 30D | -14.7% | -17.0% | +2.2% | -11.2% |
| 3M | -7.1% | +2.0% | -9.1% | -8.3% |
| 6M | -11.2% | +35.1% | -46.2% | -19.8% |
| YTD | +69.8% | +42.8% | +27.0% | +48.0% |
| 1Y | +49.9% | +27.7% | +22.1% | +36.8% |
| All | -51.4% | -7.8% | -43.6% | -51.0% |
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