-81.7%
VYGR vs SPY
+335.5%
-417.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | -8.2% | -0.4% | -7.8% | -7.8% |
| 30D | +2.5% | -1.4% | +3.9% | +4.4% |
| 3M | -5.2% | +3.7% | -9.0% | -9.9% |
| 6M | -20.9% | +13.0% | -33.9% | -32.9% |
| YTD | -17.3% | +12.4% | -29.7% | -29.0% |
| 1Y | -19.0% | +18.5% | -37.5% | -35.1% |
| 3Y | -64.8% | +77.6% | -142.4% | -83.1% |
| 5Y | -1.8% | +81.7% | -83.5% | -53.7% |
| 10Y | -74.4% | +319.7% | -394.0% | -96.0% |
| All | -81.7% | +335.5% | -417.2% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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