-89.9%
VGAS vs SPY
+85.9%
-175.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -5.8% | -3.3% | -2.5% | -4.8% |
| 3M | -25.5% | -2.4% | -23.1% | -24.9% |
| 6M | -43.9% | +2.6% | -46.5% | -44.2% |
| YTD | -51.6% | +11.2% | -62.8% | -52.9% |
| 1Y | -70.2% | +13.4% | -83.6% | -71.3% |
| 3Y | -73.9% | +79.9% | -153.8% | -76.5% |
| 5Y | -89.9% | +72.2% | -162.1% | -90.9% |
| All | -89.9% | +85.9% | -175.7% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling