+12.8%
VG vs SITM
+174.8%
-162.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -7.0% | -0.5% |
| 7D | +1.7% | +9.7% | -8.0% | +1.6% |
| 30D | +16.0% | +12.7% | +3.3% | +15.6% |
| 3M | +9.7% | -13.4% | +23.1% | +8.8% |
| 6M | +29.6% | +59.6% | -30.1% | +26.4% |
| YTD | +112.0% | +73.3% | +38.7% | +101.6% |
| 1Y | +12.8% | +165.5% | -152.7% | +8.9% |
| All | +12.8% | +174.8% | -162.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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