-99.7%
VTGN vs SPY
+81.0%
-180.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.0% |
| 7D | -5.8% | -0.4% | -5.4% | -5.2% |
| 30D | -9.4% | -1.4% | -8.0% | -6.9% |
| 3M | -56.4% | +3.7% | -60.1% | -60.3% |
| 6M | -62.0% | +13.0% | -75.0% | -70.4% |
| YTD | -64.3% | +12.4% | -76.7% | -71.9% |
| 1Y | -93.5% | +18.5% | -112.0% | -95.0% |
| 3Y | -96.5% | +77.6% | -174.1% | -98.9% |
| 5Y | -99.7% | +81.7% | -181.4% | -99.9% |
| All | -99.7% | +81.0% | -180.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling