+91.0%
SPYG vs VO
+66.5%
+24.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | +3.1% | -0.8% | -0.9% |
| 30D | -6.5% | +2.2% | -8.7% | -8.4% |
| 3M | -6.8% | -2.5% | -4.4% | -4.3% |
| 6M | -3.1% | +7.0% | -10.1% | -9.4% |
| YTD | +8.0% | +14.0% | -6.0% | -5.5% |
| 1Y | +10.2% | +15.6% | -5.4% | -5.0% |
| 3Y | +91.0% | +66.2% | +24.8% | +26.1% |
| All | +91.0% | +66.5% | +24.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling