+11.4%
VT vs SPG
+31.7%
-20.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.3% | +4.9% | -7.2% | -2.9% |
| 30D | -5.0% | +15.6% | -20.6% | -6.8% |
| 3M | -4.9% | +4.1% | -9.0% | -5.3% |
| 6M | -1.5% | +13.6% | -15.1% | -4.3% |
| YTD | +8.5% | +27.5% | -19.1% | +2.6% |
| 1Y | +11.4% | +32.2% | -20.9% | +4.4% |
| All | +11.4% | +31.7% | -20.3% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling