-49.4%
VG vs SPG
+46.1%
-95.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -7.7% | +5.6% | -13.3% | -9.1% |
| 30D | -8.8% | +17.6% | -26.4% | -13.5% |
| 3M | -15.6% | +7.5% | -23.1% | -17.5% |
| 6M | +5.2% | +18.5% | -13.3% | -3.0% |
| YTD | +76.9% | +30.9% | +46.0% | +47.9% |
| 1Y | +42.5% | +34.1% | +8.4% | +16.3% |
| All | -49.4% | +46.1% | -95.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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