-86.4%
VGAS vs SPY
+89.7%
-176.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -15.2% | +0.1% | -15.2% | -15.2% |
| 3M | -12.4% | +2.0% | -14.4% | -12.9% |
| 6M | 0.0% | +13.0% | -13.0% | -3.4% |
| YTD | -35.0% | +13.5% | -48.5% | -37.3% |
| 1Y | -55.2% | +20.0% | -75.2% | -57.6% |
| 3Y | -67.5% | +77.2% | -144.7% | -70.9% |
| All | -86.4% | +89.7% | -176.1% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling