-96.4%
VTGN vs SPY
+75.5%
-171.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -4.0% | -2.0% | -2.0% | -1.8% |
| 30D | -11.1% | -1.7% | -9.5% | -9.3% |
| 3M | -55.6% | +4.7% | -60.3% | -58.3% |
| 6M | -60.7% | +12.5% | -73.2% | -65.8% |
| YTD | -63.6% | +11.7% | -75.4% | -68.1% |
| 1Y | -93.3% | +17.5% | -110.8% | -94.1% |
| All | -96.4% | +75.5% | -171.9% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling