-46.6%
VG vs USFR
+7.5%
-54.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +5.5% | +0.1% | +5.4% | +3.9% |
| 30D | -3.6% | +0.4% | -4.0% | -10.8% |
| 3M | -4.0% | +1.1% | -5.1% | -24.3% |
| 6M | +9.4% | +2.1% | +7.3% | -28.7% |
| YTD | +86.6% | +3.4% | +83.2% | +2.2% |
| 1Y | +69.5% | +4.1% | +65.4% | -10.1% |
| All | -46.6% | +7.5% | -54.1% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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