+619.5%
VRT vs SPG
+112.6%
+506.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.8% |
| 7D | +9.1% | -2.4% | +11.5% | +10.3% |
| 30D | +0.9% | -6.8% | +7.8% | +4.1% |
| 3M | -13.4% | +2.7% | -16.1% | -16.1% |
| 6M | +11.7% | +5.5% | +6.2% | +6.5% |
| YTD | +73.2% | +15.7% | +57.5% | +56.3% |
| 1Y | +123.4% | +20.9% | +102.6% | +94.7% |
| All | +619.5% | +112.6% | +506.9% | +347.9% |
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 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