+2,826.7%
VRT vs SPG
+83.7%
+2,743.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +6.8% | -4.9% | +11.7% | +9.1% |
| 3M | -3.2% | +3.3% | -6.5% | -5.5% |
| 6M | +20.3% | +11.2% | +9.1% | +13.6% |
| YTD | +79.6% | +17.1% | +62.5% | +65.3% |
| 1Y | +139.0% | +21.6% | +117.4% | +115.1% |
| 3Y | +644.6% | +111.9% | +532.7% | +422.2% |
| 5Y | +1,024.4% | +106.9% | +917.4% | +701.3% |
| All | +2,826.7% | +83.7% | +2,743.0% | +1,558.1% |
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