+134.2%
SPYD vs VT
+223.7%
-89.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +9.2% | -2.6% | +11.8% | +11.6% |
| 3M | +1.3% | -3.2% | +4.5% | +4.0% |
| 6M | +9.5% | +0.9% | +8.6% | +7.6% |
| YTD | +19.4% | +11.3% | +8.1% | +6.7% |
| 1Y | +22.4% | +14.0% | +8.4% | +6.8% |
| 3Y | +68.0% | +75.8% | -7.8% | -4.9% |
| 5Y | +51.3% | +57.8% | -6.5% | -5.2% |
| 10Y | +134.2% | +219.8% | -85.6% | -27.8% |
| All | +134.2% | +223.7% | -89.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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