+420.5%
VUG vs SPG
+59.6%
+360.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +0.1% | -1.7% | +1.7% | +0.5% |
| 30D | -1.7% | -6.3% | +4.6% | -0.1% |
| 3M | +2.8% | -2.4% | +5.3% | +3.2% |
| 6M | +13.6% | +9.6% | +4.0% | +10.6% |
| YTD | +8.1% | +14.2% | -6.1% | +4.1% |
| 1Y | +13.1% | +19.3% | -6.2% | +7.6% |
| 3Y | +87.0% | +106.7% | -19.8% | +55.0% |
| 5Y | +76.0% | +104.2% | -28.2% | +45.3% |
| 10Y | +420.5% | +63.7% | +356.8% | +365.6% |
| All | +420.5% | +59.6% | +360.9% | +365.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling