+219.2%
VT vs SPYG
+385.4%
-166.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.2% |
| 7D | -0.1% | -1.9% | +1.8% | +1.3% |
| 30D | -3.1% | -9.2% | +6.1% | +4.2% |
| 3M | -3.5% | -6.8% | +3.3% | +1.7% |
| 6M | +0.5% | -2.6% | +3.0% | +2.1% |
| YTD | +10.8% | +7.5% | +3.3% | +4.3% |
| 1Y | +11.9% | +6.7% | +5.2% | +5.9% |
| 3Y | +73.0% | +90.1% | -17.1% | +2.4% |
| 5Y | +58.6% | +69.2% | -10.6% | +1.9% |
| 10Y | +219.2% | +391.9% | -172.7% | -17.4% |
| All | +219.2% | +385.4% | -166.2% | -17.4% |
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 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