+57.3%
VUG vs SPG
+74.6%
-17.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -3.4% | +4.9% | -8.3% | -5.4% |
| 30D | -11.1% | +15.6% | -26.7% | -16.8% |
| 3M | -7.2% | +4.1% | -11.3% | -9.0% |
| 6M | -4.1% | +13.6% | -17.7% | -10.3% |
| YTD | +1.4% | +27.5% | -26.2% | -10.6% |
| 1Y | +1.9% | +32.2% | -30.3% | -11.8% |
| 3Y | +77.7% | +126.0% | -48.3% | +13.4% |
| All | +57.3% | +74.6% | -17.3% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling