-74.2%
VGAS vs SPY
+75.1%
-149.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -2.0% | -2.7% | +0.7% | -0.2% |
| 30D | -7.9% | -5.4% | -2.5% | -4.5% |
| 3M | -25.7% | -4.1% | -21.7% | -23.6% |
| 6M | -41.5% | +0.7% | -42.2% | -41.5% |
| YTD | -51.7% | +8.7% | -60.4% | -54.0% |
| 1Y | -69.1% | +10.9% | -80.0% | -71.1% |
| 3Y | -74.2% | +75.0% | -149.1% | -81.1% |
| All | -74.2% | +75.1% | -149.2% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling