-95.3%
VTGN vs SPY
+12.1%
-107.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +12.5% | +2.6% | +9.9% | +9.3% |
| 30D | -14.3% | -2.0% | -12.3% | -12.4% |
| 3M | -33.3% | -2.8% | -30.6% | -31.4% |
| 6M | -72.7% | +2.1% | -74.9% | -74.5% |
| YTD | -72.7% | +11.5% | -84.2% | -79.3% |
| 1Y | -95.3% | +13.5% | -108.7% | -95.6% |
| All | -95.3% | +12.1% | -107.3% | -95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling