+935.2%
SPYG vs VT
+346.0%
+589.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -3.6% | -2.3% | -1.3% | -1.5% |
| 30D | -11.2% | -5.0% | -6.2% | -6.8% |
| 3M | -8.1% | -4.9% | -3.2% | -3.6% |
| 6M | -3.3% | -1.5% | -1.7% | -1.5% |
| YTD | +5.5% | +8.5% | -3.0% | -1.6% |
| 1Y | +7.0% | +11.4% | -4.4% | -2.6% |
| 3Y | +89.5% | +70.1% | +19.4% | +19.1% |
| 5Y | +63.3% | +53.7% | +9.6% | +13.6% |
| 10Y | +395.1% | +220.0% | +175.2% | +90.1% |
| All | +935.2% | +346.0% | +589.2% | +193.2% |
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