+905.2%
VRT vs SPG
+102.5%
+802.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +5.0% |
| 7D | +9.1% | -2.4% | +11.5% | +10.9% |
| 30D | +0.9% | -6.8% | +7.8% | +5.8% |
| 3M | -13.4% | +2.7% | -16.1% | -16.7% |
| 6M | +11.7% | +5.5% | +6.2% | +5.2% |
| YTD | +73.2% | +15.7% | +57.5% | +51.3% |
| 1Y | +123.4% | +20.9% | +102.6% | +86.7% |
| 3Y | +606.2% | +112.4% | +493.8% | +257.1% |
| All | +905.2% | +102.5% | +802.7% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling