-51.4%
VG vs SITM
+61.9%
-113.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +17.4% | -17.4% | -3.2% |
| 7D | -22.0% | -6.7% | -15.3% | -21.2% |
| 30D | -11.6% | -37.3% | +25.7% | -4.3% |
| 3M | -14.9% | -39.4% | +24.5% | -8.1% |
| 6M | -3.5% | -33.1% | +29.6% | -2.3% |
| YTD | +70.0% | +18.0% | +51.9% | +39.6% |
| 1Y | +50.0% | +22.7% | +27.3% | +20.3% |
| All | -51.4% | +61.9% | -113.2% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling