+9.4%
VG vs SITM
+150.1%
-140.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.3% | +2.2% |
| 7D | -2.5% | +8.4% | -10.9% | -2.6% |
| 30D | +11.1% | -17.4% | +28.5% | +11.2% |
| 3M | +14.9% | -9.8% | +24.7% | +14.1% |
| 6M | +18.4% | +83.0% | -64.6% | +12.9% |
| YTD | +116.6% | +69.6% | +47.0% | +106.9% |
| 1Y | +9.4% | +144.9% | -135.5% | +6.9% |
| All | +9.4% | +150.1% | -140.7% | +6.9% |
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