+39.9%
VZ vs VG
-39.3%
+79.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +7.9% | +16.0% | -8.1% | +8.3% |
| 3M | +13.6% | +9.7% | +3.9% | +13.9% |
| 6M | +1.1% | +29.6% | -28.5% | +2.4% |
| YTD | +29.3% | +112.0% | -82.7% | +33.9% |
| 1Y | +21.2% | +12.8% | +8.4% | +22.4% |
| All | +39.9% | -39.3% | +79.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling