-51.4%
VG vs TAP
-20.1%
-31.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | -1.2% |
| 7D | -22.0% | +0.5% | -22.6% | -21.6% |
| 30D | -11.6% | +9.1% | -20.8% | -9.4% |
| 3M | -14.9% | -3.8% | -11.1% | -15.3% |
| 6M | -3.5% | -3.4% | -0.1% | -3.6% |
| YTD | +70.0% | -10.6% | +80.6% | +67.9% |
| 1Y | +50.0% | -4.4% | +54.4% | +49.9% |
| All | -51.4% | -20.1% | -31.3% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling