+396.2%
VUG vs SPG
+117.2%
+279.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.9% |
| 7D | -1.2% | +5.6% | -6.8% | -2.5% |
| 30D | -8.9% | +17.6% | -26.4% | -12.5% |
| 3M | -5.9% | +7.5% | -13.4% | -7.6% |
| 6M | -3.3% | +18.5% | -21.8% | -7.6% |
| YTD | +3.4% | +30.9% | -27.5% | -3.8% |
| 1Y | +1.9% | +34.1% | -32.2% | -5.8% |
| 3Y | +76.9% | +135.5% | -58.6% | +42.0% |
| 5Y | +63.9% | +86.5% | -22.7% | +36.5% |
| 10Y | +396.2% | +116.1% | +280.1% | +311.8% |
| All | +396.2% | +117.2% | +279.0% | +311.8% |
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