-46.6%
VG vs SPG
+46.2%
-92.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +5.5% | +2.7% | +2.8% | +4.7% |
| 30D | -3.6% | +16.6% | -20.1% | -8.3% |
| 3M | -4.0% | +8.1% | -12.1% | -6.3% |
| 6M | +9.4% | +19.3% | -10.0% | +0.5% |
| YTD | +86.6% | +31.1% | +55.6% | +56.0% |
| 1Y | +69.5% | +32.8% | +36.7% | +40.0% |
| All | -46.6% | +46.2% | -92.8% | -49.6% |
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