+2,486.9%
VRT vs SPYG
+260.2%
+2,226.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.5% |
| 7D | -8.4% | -0.9% | -7.5% | -7.2% |
| 30D | -10.9% | -1.5% | -9.3% | -8.8% |
| 3M | -13.7% | +3.7% | -17.4% | -16.6% |
| 6M | -4.1% | +16.4% | -20.6% | -19.6% |
| YTD | +58.7% | +13.3% | +45.4% | +38.6% |
| 1Y | +89.6% | +17.9% | +71.8% | +59.7% |
| 3Y | +558.1% | +98.3% | +459.8% | +240.5% |
| 5Y | +953.0% | +86.4% | +866.5% | +488.7% |
| All | +2,486.9% | +260.2% | +2,226.7% | +861.9% |
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