-38.0%
VG vs SU
+79.9%
-117.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.1% |
| 7D | -2.5% | -1.0% | -1.6% | -1.3% |
| 30D | +11.1% | +13.7% | -2.6% | -6.0% |
| 3M | +14.9% | +8.0% | +6.9% | +4.7% |
| 6M | +18.4% | +21.0% | -2.7% | -3.8% |
| YTD | +116.6% | +56.2% | +60.3% | +33.7% |
| 1Y | +9.4% | +72.2% | -62.8% | -39.2% |
| All | -38.0% | +79.9% | -117.9% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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