+61.8%
VNQ vs SPYG
+424.6%
-362.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | -2.6% | -1.5% | -1.1% | -1.7% |
| 3M | -2.0% | +3.7% | -5.8% | -4.7% |
| 6M | +4.3% | +16.4% | -12.1% | -6.2% |
| YTD | +9.2% | +13.3% | -4.1% | -0.3% |
| 1Y | +5.6% | +17.9% | -12.3% | -6.4% |
| 3Y | +30.8% | +98.3% | -67.5% | -21.4% |
| 5Y | +8.0% | +86.4% | -78.5% | -33.4% |
| All | +61.8% | +424.6% | -362.8% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling