-51.4%
VG vs TAP
-16.3%
-35.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -4.6% |
| 7D | -22.0% | +7.7% | -29.7% | -20.1% |
| 30D | -14.7% | +14.4% | -29.1% | -11.4% |
| 3M | -7.1% | +2.0% | -9.1% | -6.0% |
| 6M | -11.2% | +2.5% | -13.6% | -9.7% |
| YTD | +69.8% | -6.4% | +76.3% | +69.9% |
| 1Y | +49.9% | -2.3% | +52.2% | +51.2% |
| All | -51.4% | -16.3% | -35.1% | -51.6% |
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