-51.4%
VG vs VO
+17.7%
-69.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -0.6% |
| 7D | -22.0% | -3.3% | -18.7% | -19.4% |
| 30D | -14.7% | -1.8% | -12.9% | -13.3% |
| 3M | -7.1% | -3.4% | -3.7% | -4.3% |
| 6M | -11.2% | +3.0% | -14.2% | -16.7% |
| YTD | +69.8% | +10.7% | +59.1% | +37.7% |
| 1Y | +49.9% | +11.8% | +38.1% | +19.0% |
| All | -51.4% | +17.7% | -69.1% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling