+40.5%
VRIG vs SPY
+310.4%
-269.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | +1.0% | +3.7% | -2.7% | +0.8% |
| 6M | +2.1% | +13.0% | -10.9% | +1.3% |
| YTD | +2.9% | +12.4% | -9.5% | +2.2% |
| 1Y | +4.5% | +18.5% | -14.0% | +3.3% |
| 3Y | +17.9% | +77.6% | -59.7% | +13.2% |
| 5Y | +25.3% | +81.7% | -56.4% | +19.9% |
| All | +40.5% | +310.4% | -269.9% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling