-44.6%
VG vs SITM
+72.6%
-117.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.1% |
| 7D | +14.0% | +6.6% | +7.3% | +12.5% |
| 30D | -1.0% | -15.3% | +14.3% | +1.5% |
| 3M | -2.7% | -35.4% | +32.7% | +3.9% |
| 6M | +1.5% | -46.8% | +48.3% | +10.3% |
| YTD | +93.7% | +25.9% | +67.8% | +57.0% |
| 1Y | +68.5% | +54.0% | +14.5% | +25.0% |
| All | -44.6% | +72.6% | -117.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling