+6.8%
VRT vs SPG
+32.2%
-25.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +10.0% |
| 7D | -10.6% | +5.1% | -15.7% | -9.4% |
| 30D | -17.4% | +16.8% | -34.3% | -14.9% |
| 3M | -26.4% | +5.7% | -32.0% | -25.2% |
| 6M | -41.0% | +17.8% | -58.8% | -41.9% |
| YTD | +23.8% | +30.1% | -6.3% | +23.2% |
| All | +6.8% | +32.2% | -25.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling