+1,250.4%
VUG vs SPG
+1,023.1%
+227.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | -0.3% | -6.8% | +6.5% | +1.7% |
| 3M | -0.7% | +2.7% | -3.4% | -1.7% |
| 6M | +14.6% | +5.5% | +9.2% | +12.5% |
| YTD | +9.0% | +15.7% | -6.7% | +4.0% |
| 1Y | +14.9% | +20.9% | -6.0% | +8.1% |
| 3Y | +86.0% | +112.4% | -26.3% | +48.1% |
| 5Y | +76.7% | +101.4% | -24.7% | +41.8% |
| 10Y | +411.3% | +60.6% | +350.7% | +296.9% |
| All | +1,250.4% | +1,023.1% | +227.4% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling