+167.8%
SPYD vs VT
+225.0%
-57.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +0.7% | -2.3% | +3.0% | +2.7% |
| 30D | +9.3% | -5.0% | +14.3% | +14.1% |
| 3M | +0.9% | -4.9% | +5.8% | +5.2% |
| 6M | +7.5% | -1.5% | +9.1% | +8.1% |
| YTD | +18.0% | +8.5% | +9.5% | +8.0% |
| 1Y | +22.4% | +11.4% | +11.1% | +9.3% |
| 3Y | +61.7% | +70.1% | -8.4% | -4.6% |
| 5Y | +49.1% | +53.7% | -4.7% | -3.6% |
| 10Y | +139.9% | +220.0% | -80.1% | -21.5% |
| All | +167.8% | +225.0% | -57.2% | -13.8% |
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 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