+387.0%
VNQ vs SPYG
+1,307.7%
-920.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -0.9% | +0.3% | -1.2% | -1.2% |
| 30D | -2.2% | -1.7% | -0.5% | -0.7% |
| 3M | -1.9% | +3.6% | -5.6% | -6.3% |
| 6M | +3.2% | +16.6% | -13.4% | -12.8% |
| YTD | +9.4% | +13.4% | -4.0% | -5.4% |
| 1Y | +7.5% | +19.6% | -12.1% | -12.4% |
| 3Y | +31.1% | +99.8% | -68.7% | -40.5% |
| 5Y | +6.6% | +85.0% | -78.4% | -49.8% |
| 10Y | +63.9% | +422.1% | -358.2% | -80.0% |
| All | +387.0% | +1,307.7% | -920.7% | -83.5% |
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