+349.1%
VT vs SPYG
+920.6%
-571.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -2.3% | -3.6% | +1.3% | +0.9% |
| 30D | -5.0% | -11.2% | +6.2% | +5.5% |
| 3M | -4.9% | -8.1% | +3.2% | +2.3% |
| 6M | -1.5% | -3.3% | +1.7% | +0.9% |
| YTD | +8.5% | +5.5% | +3.0% | +2.5% |
| 1Y | +11.4% | +7.0% | +4.4% | +3.8% |
| 3Y | +70.1% | +89.5% | -19.4% | -8.6% |
| 5Y | +53.7% | +63.3% | -9.6% | -6.8% |
| 10Y | +220.0% | +395.1% | -175.2% | -39.4% |
| All | +349.1% | +920.6% | -571.5% | -61.4% |
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