-90.1%
VGAS vs SPY
+67.0%
-157.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.1% |
| 7D | -2.6% | -4.7% | +2.2% | -1.0% |
| 30D | -8.9% | -5.9% | -3.0% | -7.0% |
| 3M | -37.7% | -4.5% | -33.2% | -36.7% |
| 6M | -43.8% | +1.8% | -45.6% | -43.9% |
| YTD | -52.2% | +8.3% | -60.6% | -53.2% |
| 1Y | -70.5% | +9.3% | -79.8% | -71.2% |
| 3Y | -75.4% | +74.9% | -150.3% | -77.7% |
| 5Y | -90.1% | +67.3% | -157.3% | -91.0% |
| All | -90.1% | +67.0% | -157.1% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling