+131.8%
W vs VG
-49.4%
+181.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.8% |
| 7D | +1.1% | -7.7% | +8.8% | +1.2% |
| 30D | +6.4% | -8.8% | +15.2% | +6.6% |
| 3M | +9.0% | -15.6% | +24.6% | +9.2% |
| 6M | +69.8% | +5.2% | +64.6% | +65.2% |
| YTD | +12.1% | +76.9% | -64.8% | -6.7% |
| 1Y | 0.0% | +42.5% | -42.5% | -13.2% |
| All | +131.8% | -49.4% | +181.1% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling