+78.5%
VPG vs SPY
+82.3%
-3.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.1% | +4.9% |
| 7D | +3.7% | -0.8% | +4.5% | +4.8% |
| 30D | -6.8% | -1.1% | -5.7% | -5.4% |
| 3M | -53.9% | +3.9% | -57.7% | -55.3% |
| 6M | +49.0% | +13.6% | +35.4% | +32.1% |
| YTD | +69.8% | +12.7% | +57.1% | +52.2% |
| 1Y | +105.4% | +17.5% | +87.9% | +77.6% |
| 3Y | +93.0% | +76.9% | +16.1% | +20.7% |
| All | +78.5% | +82.3% | -3.8% | +8.4% |
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