+106.9%
SPG vs VCLT
-15.1%
+122.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -4.9% | -0.6% | -4.4% | -4.6% |
| 3M | +3.3% | -2.2% | +5.6% | +4.9% |
| 6M | +11.2% | -2.9% | +14.1% | +13.4% |
| YTD | +17.1% | -2.1% | +19.1% | +18.7% |
| 1Y | +21.6% | -2.6% | +24.2% | +23.7% |
| 3Y | +111.9% | +12.5% | +99.4% | +97.0% |
| 5Y | +106.9% | -15.3% | +122.2% | +116.0% |
| All | +106.9% | -15.1% | +122.0% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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