-44.6%
VG vs SM
-15.4%
-29.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +14.0% | +9.4% | +4.6% | +6.6% |
| 30D | -1.0% | -14.4% | +13.4% | +10.7% |
| 3M | -2.7% | +1.6% | -4.2% | -5.3% |
| 6M | +1.5% | +6.3% | -4.9% | -4.4% |
| YTD | +93.7% | +78.8% | +14.9% | +30.8% |
| 1Y | +68.5% | +83.1% | -14.6% | +11.0% |
| All | -44.6% | -15.4% | -29.1% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling