+19.3%
SPOT vs VG
-46.6%
+65.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.3% |
| 7D | -3.0% | +5.5% | -8.5% | -3.2% |
| 30D | +15.2% | -3.6% | +18.8% | +15.2% |
| 3M | +21.6% | -4.0% | +25.6% | +21.5% |
| 6M | +45.2% | +9.4% | +35.8% | +43.5% |
| YTD | +4.9% | +86.6% | -81.7% | -1.0% |
| 1Y | -4.8% | +69.5% | -74.3% | -9.5% |
| All | +19.3% | -46.6% | +65.9% | +9.0% |
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