+410.2%
SPYG vs VO
+197.9%
+212.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | 0.0% |
| 7D | -1.8% | -2.5% | +0.7% | +0.6% |
| 30D | -1.9% | -3.2% | +1.3% | +1.2% |
| 3M | +5.2% | +3.9% | +1.2% | +1.4% |
| 6M | +15.6% | +9.6% | +5.9% | +5.9% |
| YTD | +12.4% | +11.6% | +0.8% | +1.2% |
| 1Y | +17.5% | +12.6% | +4.8% | +4.8% |
| 3Y | +98.1% | +55.4% | +42.7% | +30.1% |
| 5Y | +84.9% | +41.8% | +43.1% | +32.8% |
| All | +410.2% | +197.9% | +212.3% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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