-99.8%
VTGN vs SPY
+318.9%
-418.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -4.0% | -2.0% | -2.0% | -1.4% |
| 30D | -11.1% | -1.7% | -9.5% | -8.9% |
| 3M | -55.6% | +4.7% | -60.3% | -59.1% |
| 6M | -60.7% | +12.5% | -73.2% | -67.0% |
| YTD | -63.6% | +11.7% | -75.4% | -69.2% |
| 1Y | -93.3% | +17.5% | -110.8% | -94.4% |
| 3Y | -96.4% | +76.6% | -173.0% | -98.3% |
| 5Y | -99.7% | +82.0% | -181.8% | -99.9% |
| All | -99.8% | +318.9% | -418.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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