+1.1%
VPG vs SPY
+818.0%
-816.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -1.7% | -2.0% | +0.3% | +0.4% |
| 30D | -8.1% | -1.7% | -6.4% | -6.4% |
| 3M | -49.5% | +4.7% | -54.2% | -51.1% |
| 6M | +38.6% | +12.5% | +26.1% | +26.3% |
| YTD | +60.3% | +11.7% | +48.6% | +47.4% |
| 1Y | +107.2% | +17.5% | +89.7% | +83.1% |
| 3Y | +79.1% | +76.6% | +2.5% | +12.4% |
| 5Y | +70.3% | +82.0% | -11.8% | +2.8% |
| 10Y | +298.2% | +317.1% | -18.9% | +19.9% |
| All | +1.1% | +818.0% | -816.9% | -64.4% |
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 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