+556.8%
VRTX vs SPYG
+528.0%
+28.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -3.6% |
| 30D | +8.0% | -6.5% | +14.5% | +14.0% |
| 3M | +4.3% | -6.8% | +11.1% | +10.2% |
| 6M | +18.9% | -3.1% | +22.0% | +20.0% |
| YTD | +18.8% | +8.0% | +10.8% | +7.9% |
| 1Y | +24.0% | +10.2% | +13.7% | +10.3% |
| 3Y | +42.1% | +91.0% | -48.9% | -28.4% |
| 5Y | +187.6% | +67.7% | +119.8% | +56.4% |
| 10Y | +485.4% | +393.9% | +91.5% | +0.5% |
| All | +556.8% | +528.0% | +28.8% | +6.4% |
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