-51.4%
VG vs USFR
+7.4%
-58.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | -0.3% |
| 7D | -22.0% | +0.1% | -22.1% | -23.6% |
| 30D | -11.6% | +0.4% | -12.0% | -18.8% |
| 3M | -14.9% | +1.1% | -15.9% | -32.6% |
| 6M | -3.5% | +2.1% | -5.6% | -37.1% |
| YTD | +70.0% | +3.4% | +66.6% | -6.2% |
| 1Y | +50.0% | +4.1% | +45.9% | -19.8% |
| All | -51.4% | +7.4% | -58.8% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling