+17.3%
SPOT vs VG
-44.1%
+61.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.5% | -1.9% |
| 7D | -2.6% | +15.1% | -17.7% | -3.2% |
| 30D | +13.5% | -4.2% | +17.7% | +13.6% |
| 3M | +22.2% | -3.1% | +25.3% | +22.1% |
| 6M | +38.3% | +0.3% | +38.0% | +37.4% |
| YTD | +3.1% | +95.5% | -92.4% | -2.9% |
| 1Y | -7.6% | +64.4% | -72.1% | -11.9% |
| All | +17.3% | -44.1% | +61.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling