+379.7%
VRT vs SPG
+135.6%
+244.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +10.5% | +2.0% | +8.5% | +9.7% |
| 30D | -9.3% | +17.2% | -26.6% | -15.6% |
| 3M | -29.6% | +6.3% | -35.9% | -31.5% |
| 6M | -45.4% | +18.7% | -64.1% | -50.5% |
| YTD | +24.8% | +30.1% | -5.3% | +7.2% |
| 1Y | +23.6% | +32.8% | -9.1% | +4.8% |
| 3Y | +379.7% | +133.6% | +246.1% | +194.4% |
| All | +379.7% | +135.6% | +244.1% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling