-100.0%
VCIG vs SPY
+87.7%
-187.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | +0.3% |
| 7D | +3,385.2% | -2.7% | +3,387.9% | +3,240.0% |
| 30D | +663.9% | -5.4% | +669.3% | +656.1% |
| 3M | +30.9% | -4.1% | +35.0% | +28.1% |
| 6M | -57.1% | +0.7% | -57.8% | -59.6% |
| YTD | -98.8% | +8.7% | -107.4% | -98.9% |
| 1Y | -99.4% | +10.9% | -110.3% | -99.5% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +87.7% | -187.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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