-44.1%
VG vs VO
+21.1%
-65.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.6% |
| 7D | +15.1% | +2.9% | +12.2% | +11.8% |
| 30D | -4.2% | +1.0% | -5.2% | -5.3% |
| 3M | -3.1% | -1.7% | -1.4% | -1.7% |
| 6M | +0.3% | +6.7% | -6.4% | -9.3% |
| YTD | +95.5% | +14.0% | +81.5% | +54.1% |
| 1Y | +64.4% | +13.7% | +50.8% | +30.3% |
| All | -44.1% | +21.1% | -65.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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