+50.0%
VG vs SM
+72.1%
-22.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.7% |
| 7D | -22.0% | -25.9% | +3.9% | -2.3% |
| 30D | -11.6% | -15.1% | +3.5% | -0.1% |
| 3M | -14.9% | +4.9% | -19.7% | -20.2% |
| 6M | -3.5% | +6.1% | -9.7% | -9.2% |
| YTD | +70.0% | +63.4% | +6.5% | +43.0% |
| 1Y | +50.0% | +72.5% | -22.5% | +30.5% |
| All | +50.0% | +72.1% | -22.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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