+377.4%
VT vs SPG
+420.4%
-42.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.4% | -2.4% | +2.8% | +1.2% |
| 30D | +1.0% | -6.8% | +7.8% | +3.2% |
| 3M | +2.4% | +2.7% | -0.3% | +1.3% |
| 6M | +12.0% | +5.5% | +6.5% | +9.8% |
| YTD | +15.3% | +15.7% | -0.4% | +9.7% |
| 1Y | +22.6% | +20.9% | +1.7% | +14.9% |
| 3Y | +74.7% | +112.4% | -37.7% | +36.1% |
| 5Y | +66.1% | +101.4% | -35.2% | +29.8% |
| 10Y | +225.0% | +60.6% | +164.4% | +146.2% |
| All | +377.4% | +420.4% | -42.9% | +117.7% |
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