+1,224.8%
SPYG vs VO
+821.9%
+402.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +1.2% | +0.6% | +0.6% | +0.7% |
| 30D | -1.6% | -1.1% | -0.5% | -0.6% |
| 3M | +3.4% | +4.5% | -1.2% | -0.5% |
| 6M | +18.9% | +11.1% | +7.8% | +8.8% |
| YTD | +13.8% | +13.5% | +0.3% | +2.1% |
| 1Y | +20.6% | +14.5% | +6.1% | +7.3% |
| 3Y | +100.5% | +58.1% | +42.4% | +35.7% |
| 5Y | +84.6% | +43.3% | +41.3% | +36.8% |
| 10Y | +410.8% | +193.2% | +217.6% | +109.4% |
| All | +1,224.8% | +821.9% | +402.9% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling