-46.6%
VG vs TAP
-21.4%
-25.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.3% |
| 7D | +5.5% | -8.0% | +13.5% | +3.0% |
| 30D | -3.6% | +4.1% | -7.6% | -2.3% |
| 3M | -4.0% | -4.4% | +0.4% | -4.6% |
| 6M | +9.4% | -1.9% | +11.3% | +9.7% |
| YTD | +86.6% | -12.1% | +98.7% | +83.5% |
| 1Y | +69.5% | -12.0% | +81.5% | +67.5% |
| All | -46.6% | -21.4% | -25.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling