+69.5%
VG vs SITM
+50.0%
+19.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.3% | -0.8% | +5.4% |
| 7D | +5.5% | +17.2% | -11.7% | +5.3% |
| 30D | -3.6% | -17.1% | +13.5% | -4.3% |
| 3M | -4.0% | -29.2% | +25.2% | -5.1% |
| 6M | +9.4% | -47.6% | +57.0% | +3.0% |
| YTD | +86.6% | +33.8% | +52.8% | +98.3% |
| 1Y | +69.5% | +54.1% | +15.4% | +72.9% |
| All | +69.5% | +50.0% | +19.5% | +72.9% |
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