+2,826.7%
VRT vs SPYG
+261.7%
+2,565.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.3% |
| 7D | +13.6% | +1.2% | +12.4% | +11.9% |
| 30D | +6.8% | -1.6% | +8.3% | +9.1% |
| 3M | -3.2% | +3.4% | -6.6% | -6.0% |
| 6M | +20.3% | +18.9% | +1.4% | -1.8% |
| YTD | +79.6% | +13.8% | +65.8% | +55.8% |
| 1Y | +139.0% | +20.6% | +118.4% | +95.5% |
| 3Y | +644.6% | +100.5% | +544.1% | +280.1% |
| 5Y | +1,024.4% | +84.6% | +939.7% | +530.6% |
| All | +2,826.7% | +261.7% | +2,565.0% | +981.0% |
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