+67.8%
VTV vs SPG
+106.8%
-39.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | -1.0% | -6.1% | +5.1% | +1.1% |
| 3M | +4.6% | -3.6% | +8.3% | +5.8% |
| 6M | +13.5% | +10.4% | +3.1% | +9.0% |
| YTD | +18.5% | +14.4% | +4.1% | +12.2% |
| 1Y | +22.9% | +16.5% | +6.3% | +15.4% |
| 3Y | +67.8% | +106.8% | -39.0% | +26.7% |
| All | +67.8% | +106.8% | -39.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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