+170.2%
VEA vs SPYG
+953.4%
-783.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +0.3% | +0.3% | 0.0% | 0.0% |
| 30D | +0.4% | -1.7% | +2.1% | +1.9% |
| 3M | +4.8% | +3.6% | +1.2% | +1.4% |
| 6M | +11.3% | +16.6% | -5.3% | -2.7% |
| YTD | +17.4% | +13.4% | +4.0% | +5.0% |
| 1Y | +26.2% | +19.6% | +6.6% | +7.4% |
| 3Y | +77.7% | +99.8% | -22.0% | -7.2% |
| 5Y | +60.9% | +85.0% | -24.0% | -12.6% |
| 10Y | +163.6% | +422.1% | -258.5% | -53.2% |
| All | +170.2% | +953.4% | -783.2% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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