+192.7%
VSH vs SPYG
+424.6%
-231.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.1% |
| 7D | +4.8% | -0.9% | +5.7% | +6.0% |
| 30D | -0.7% | -1.5% | +0.8% | +1.3% |
| 3M | -43.1% | +3.7% | -46.8% | -44.5% |
| 6M | +91.8% | +16.4% | +75.4% | +65.6% |
| YTD | +131.6% | +13.3% | +118.3% | +106.4% |
| 1Y | +118.1% | +17.9% | +100.2% | +87.0% |
| 3Y | +40.9% | +98.3% | -57.4% | -31.5% |
| 5Y | +75.8% | +86.4% | -10.7% | -9.4% |
| All | +192.7% | +424.6% | -231.8% | -55.9% |
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