+2,260.0%
VGT vs SPYG
+1,220.7%
+1,039.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.1% |
| 30D | +0.5% | -1.7% | +2.2% | +2.5% |
| 3M | +5.3% | +3.6% | +1.6% | +1.5% |
| 6M | +32.4% | +16.6% | +15.8% | +12.4% |
| YTD | +28.6% | +13.4% | +15.2% | +12.7% |
| 1Y | +37.6% | +19.6% | +18.0% | +14.0% |
| 3Y | +125.5% | +99.8% | +25.7% | +7.9% |
| 5Y | +135.2% | +85.0% | +50.2% | +23.5% |
| 10Y | +812.9% | +422.1% | +390.8% | +63.2% |
| All | +2,260.0% | +1,220.7% | +1,039.2% | +67.1% |
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