-39.3%
VG vs SU
+78.4%
-117.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.5% |
| 7D | +1.7% | +3.6% | -1.9% | -2.8% |
| 30D | +16.0% | +7.9% | +8.1% | +4.7% |
| 3M | +9.7% | +3.5% | +6.2% | +5.3% |
| 6M | +29.6% | +19.0% | +10.6% | +7.5% |
| YTD | +112.0% | +55.0% | +57.1% | +32.3% |
| 1Y | +12.8% | +71.2% | -58.4% | -36.8% |
| All | -39.3% | +78.4% | -117.8% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling