+1,934.0%
VRT vs SPYG
+243.3%
+1,690.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.4% |
| 7D | +10.5% | +2.3% | +8.2% | +7.5% |
| 30D | -9.3% | -6.5% | -2.9% | +0.4% |
| 3M | -29.6% | -6.8% | -22.7% | -21.3% |
| 6M | -45.4% | -3.1% | -42.2% | -41.1% |
| YTD | +24.8% | +8.0% | +16.8% | +18.0% |
| 1Y | +23.6% | +10.2% | +13.4% | +14.6% |
| 3Y | +379.7% | +91.0% | +288.7% | +164.5% |
| 5Y | +660.3% | +67.7% | +592.6% | +379.0% |
| All | +1,934.0% | +243.3% | +1,690.7% | +718.6% |
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