-51.4%
VG vs SPG
+42.3%
-93.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -22.0% | +4.9% | -26.9% | -23.2% |
| 30D | -11.6% | +15.6% | -27.3% | -15.9% |
| 3M | -14.9% | +4.1% | -18.9% | -16.0% |
| 6M | -3.5% | +13.6% | -17.1% | -9.6% |
| YTD | +70.0% | +27.5% | +42.4% | +43.2% |
| 1Y | +50.0% | +32.2% | +17.8% | +21.9% |
| All | -51.4% | +42.3% | -93.7% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling