-93.0%
VTGN vs SPY
+79.4%
-172.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.2% | +4.2% |
| 7D | +5.6% | -0.9% | +6.5% | +6.7% |
| 30D | -17.4% | -2.4% | -15.0% | -15.3% |
| 3M | -29.6% | -1.2% | -28.5% | -29.1% |
| 6M | -71.6% | +3.3% | -74.9% | -73.1% |
| YTD | -71.2% | +12.3% | -83.5% | -75.0% |
| 1Y | -95.3% | +12.4% | -107.7% | -95.7% |
| All | -93.0% | +79.4% | -172.4% | -97.4% |
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