-100.0%
VTGN vs SPY
+681.2%
-781.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -20.0% | +0.1% | -20.1% | -19.9% |
| 3M | -58.6% | +2.0% | -60.6% | -60.4% |
| 6M | -60.7% | +13.0% | -73.7% | -67.0% |
| YTD | -63.6% | +13.5% | -77.2% | -69.7% |
| 1Y | -93.4% | +20.0% | -113.3% | -94.6% |
| 3Y | -95.9% | +77.2% | -173.1% | -98.1% |
| 5Y | -99.7% | +81.9% | -181.6% | -99.9% |
| 10Y | -99.8% | +314.1% | -413.8% | -100.0% |
| All | -100.0% | +681.2% | -781.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling