+1,740.6%
VRT vs SPG
+100.1%
+1,640.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.1% |
| 7D | -21.4% | +4.9% | -26.3% | -23.1% |
| 30D | -25.8% | +15.6% | -41.4% | -30.7% |
| 3M | -33.5% | +4.1% | -37.6% | -35.0% |
| 6M | -49.0% | +13.6% | -62.6% | -52.5% |
| YTD | +12.9% | +27.5% | -14.6% | -0.2% |
| 1Y | 0.0% | +32.2% | -32.2% | -13.2% |
| 3Y | +361.8% | +126.0% | +235.8% | +213.8% |
| 5Y | +565.1% | +74.7% | +490.4% | +398.5% |
| All | +1,740.6% | +100.1% | +1,640.5% | +900.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling