+5.1%
VUG vs SPG
+33.2%
-28.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.5% | +2.0% | +0.5% | +2.5% |
| 30D | -6.3% | +17.2% | -23.5% | -6.2% |
| 3M | -6.0% | +6.3% | -12.4% | -5.8% |
| 6M | -3.5% | +18.7% | -22.2% | -5.0% |
| YTD | +3.9% | +30.1% | -26.2% | +1.1% |
| 1Y | +5.1% | +32.8% | -27.7% | +2.2% |
| All | +5.1% | +33.2% | -28.1% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling