+42.5%
VG vs Z
-60.5%
+103.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +0.7% |
| 7D | -7.7% | -6.5% | -1.2% | -8.3% |
| 30D | -8.8% | -0.1% | -8.7% | -8.2% |
| 3M | -15.6% | -14.1% | -1.5% | -16.4% |
| 6M | +5.2% | -30.1% | +35.3% | +6.8% |
| YTD | +76.9% | -57.5% | +134.4% | +102.8% |
| 1Y | +42.5% | -60.3% | +102.8% | +65.1% |
| All | +42.5% | -60.5% | +103.0% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling