-50.2%
VG vs SPG
+45.2%
-95.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.8% |
| 7D | -8.3% | +5.1% | -13.4% | -9.6% |
| 30D | -10.3% | +16.8% | -27.2% | -14.8% |
| 3M | -10.8% | +5.7% | -16.4% | -12.2% |
| 6M | +3.5% | +17.8% | -14.3% | -4.5% |
| YTD | +74.0% | +30.1% | +43.8% | +45.7% |
| 1Y | +48.9% | +32.8% | +16.1% | +22.2% |
| All | -50.2% | +45.2% | -95.4% | -53.0% |
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