+63.2%
SPYG vs VT
+53.4%
+9.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.6% |
| 7D | -3.6% | -2.3% | -1.3% | -0.8% |
| 30D | -11.2% | -5.0% | -6.2% | -5.3% |
| 3M | -8.1% | -4.9% | -3.2% | -2.1% |
| 6M | -3.3% | -1.5% | -1.7% | -1.2% |
| YTD | +5.5% | +8.5% | -3.0% | -4.3% |
| 1Y | +7.0% | +11.4% | -4.4% | -6.1% |
| 3Y | +89.5% | +70.1% | +19.4% | -0.2% |
| All | +63.2% | +53.4% | +9.8% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling