-39.3%
VG vs TRU
-16.1%
-23.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.7% |
| 7D | +1.7% | -6.8% | +8.5% | +2.9% |
| 30D | +16.0% | 0.0% | +16.0% | +15.7% |
| 3M | +9.7% | +13.3% | -3.6% | +5.3% |
| 6M | +29.6% | +3.4% | +26.1% | +27.4% |
| YTD | +112.0% | -6.4% | +118.4% | +116.1% |
| 1Y | +12.8% | -9.7% | +22.5% | +16.2% |
| All | -39.3% | -16.1% | -23.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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