-44.6%
VG vs TAP
-19.1%
-25.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | 0.0% |
| 7D | +14.0% | +1.3% | +12.7% | +14.4% |
| 30D | -1.0% | +5.7% | -6.7% | +0.9% |
| 3M | -2.7% | -1.9% | -0.8% | -2.6% |
| 6M | +1.5% | +0.9% | +0.5% | +2.7% |
| YTD | +93.7% | -9.5% | +103.2% | +92.1% |
| 1Y | +68.5% | -9.0% | +77.5% | +68.0% |
| All | -44.6% | -19.1% | -25.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling