+104.8%
W vs VG
-39.3%
+144.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | -4.2% | +1.7% | -5.9% | -4.2% |
| 30D | -7.6% | +16.0% | -23.6% | -8.1% |
| 3M | +37.2% | +9.7% | +27.4% | +36.0% |
| 6M | +26.3% | +29.6% | -3.2% | +17.9% |
| YTD | -1.0% | +112.0% | -113.0% | -17.8% |
| 1Y | +20.1% | +12.8% | +7.3% | +12.3% |
| All | +104.8% | -39.3% | +144.1% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling