+1,917.9%
VRT vs SPG
+104.1%
+1,813.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +8.8% |
| 7D | -10.6% | +5.1% | -15.7% | -12.6% |
| 30D | -17.4% | +16.8% | -34.3% | -23.2% |
| 3M | -26.4% | +5.7% | -32.0% | -28.4% |
| 6M | -41.0% | +17.8% | -58.8% | -45.9% |
| YTD | +23.8% | +30.1% | -6.3% | +8.5% |
| 1Y | +11.6% | +32.8% | -21.2% | -3.2% |
| 3Y | +403.5% | +137.2% | +266.3% | +235.2% |
| 5Y | +647.0% | +81.5% | +565.6% | +452.0% |
| All | +1,917.9% | +104.1% | +1,813.7% | +988.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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