-74.4%
VGAS vs SPY
+74.5%
-149.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | +0.4% |
| 7D | -2.6% | -4.7% | +2.2% | +0.6% |
| 30D | -8.9% | -5.9% | -3.0% | -5.2% |
| 3M | -37.7% | -4.5% | -33.2% | -35.7% |
| 6M | -43.8% | +1.8% | -45.6% | -44.1% |
| YTD | -52.2% | +8.3% | -60.6% | -54.4% |
| 1Y | -70.5% | +9.3% | -79.8% | -72.0% |
| All | -74.4% | +74.5% | -149.0% | -81.3% |
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