+171.0%
SPYD vs VT
+231.9%
-60.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +9.2% | -3.1% | +12.3% | +12.0% |
| 3M | +1.7% | -3.5% | +5.2% | +4.6% |
| 6M | +9.5% | +0.5% | +9.1% | +8.2% |
| YTD | +19.5% | +10.8% | +8.7% | +7.3% |
| 1Y | +22.5% | +11.9% | +10.6% | +9.0% |
| 3Y | +66.8% | +73.0% | -6.2% | -3.0% |
| 5Y | +51.2% | +58.6% | -7.5% | -5.1% |
| 10Y | +132.0% | +219.2% | -87.2% | -24.2% |
| All | +171.0% | +231.9% | -60.8% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling