+510.4%
SPG vs VCLT
+103.4%
+407.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -6.8% | -0.9% | -6.0% | -6.4% |
| 3M | +2.7% | -3.2% | +5.9% | +4.4% |
| 6M | +5.5% | -3.8% | +9.3% | +7.6% |
| YTD | +15.7% | -2.0% | +17.7% | +16.9% |
| 1Y | +20.9% | -0.8% | +21.7% | +21.4% |
| 3Y | +112.4% | +12.3% | +100.1% | +100.9% |
| 5Y | +101.4% | -15.4% | +116.8% | +114.3% |
| 10Y | +60.6% | +15.7% | +44.9% | +59.6% |
| All | +510.4% | +103.4% | +407.0% | +731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling