+953.6%
VRT vs SPYG
+83.9%
+869.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -8.9% |
| 7D | +2.4% | +0.3% | +2.1% | +1.9% |
| 30D | -2.7% | -1.7% | -1.0% | +0.5% |
| 3M | -9.2% | +3.6% | -12.8% | -13.5% |
| 6M | -0.5% | +16.6% | -17.1% | -22.8% |
| YTD | +62.3% | +13.4% | +49.0% | +33.3% |
| 1Y | +109.6% | +19.6% | +90.0% | +59.3% |
| 3Y | +573.1% | +99.8% | +473.3% | +151.2% |
| 5Y | +953.6% | +85.0% | +868.7% | +341.6% |
| All | +953.6% | +83.9% | +869.7% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling