-6.7%
XYZ vs VG
-39.3%
+32.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -1.7% | +16.0% | -17.7% | -3.2% |
| 3M | +16.7% | +9.7% | +7.0% | +14.8% |
| 6M | +26.9% | +29.6% | -2.7% | +17.7% |
| YTD | +27.1% | +112.0% | -84.9% | +6.7% |
| 1Y | +9.3% | +12.8% | -3.5% | +2.1% |
| All | -6.7% | -39.3% | +32.7% | -7.4% |
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 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