+969.2%
SPYG vs VT
+357.8%
+611.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | +4.2% | +2.9% | +1.3% | +1.5% |
| 30D | -7.4% | -2.5% | -4.9% | -5.1% |
| 3M | -5.3% | -3.3% | -2.0% | -2.1% |
| 6M | -1.2% | +1.5% | -2.7% | -2.2% |
| YTD | +9.0% | +11.4% | -2.4% | -0.8% |
| 1Y | +8.8% | +11.9% | -3.1% | -1.4% |
| 3Y | +92.8% | +73.9% | +18.9% | +18.7% |
| 5Y | +69.3% | +57.9% | +11.4% | +14.9% |
| 10Y | +398.4% | +222.6% | +175.8% | +89.4% |
| All | +969.2% | +357.8% | +611.4% | +195.6% |
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