+213.7%
VT vs SPG
+109.7%
+104.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.3% | +4.9% | -7.2% | -3.5% |
| 30D | -5.0% | +15.6% | -20.6% | -8.5% |
| 3M | -4.9% | +4.1% | -9.0% | -5.9% |
| 6M | -1.5% | +13.6% | -15.1% | -5.0% |
| YTD | +8.5% | +27.5% | -19.1% | +1.4% |
| 1Y | +11.4% | +32.2% | -20.9% | +3.1% |
| 3Y | +70.1% | +126.0% | -55.9% | +36.4% |
| 5Y | +53.7% | +74.7% | -21.0% | +29.0% |
| All | +213.7% | +109.7% | +104.0% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling