+219.8%
VT vs SPG
+117.3%
+102.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | +0.4% | +5.1% | -4.7% | -0.9% |
| 30D | -2.6% | +16.8% | -19.4% | -6.5% |
| 3M | -3.2% | +5.7% | -8.9% | -4.7% |
| 6M | +0.9% | +17.8% | -16.9% | -3.5% |
| YTD | +11.3% | +30.1% | -18.8% | +3.5% |
| 1Y | +14.0% | +32.8% | -18.8% | +5.5% |
| 3Y | +75.8% | +137.2% | -61.4% | +39.4% |
| 5Y | +57.8% | +81.5% | -23.6% | +31.3% |
| 10Y | +219.8% | +116.5% | +103.3% | +150.8% |
| All | +219.8% | +117.3% | +102.5% | +150.8% |
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 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