+5,715.5%
VTR vs SPYG
+559.0%
+5,156.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | +1.1% | -1.5% | +2.6% | +2.1% |
| 3M | +7.9% | +3.7% | +4.2% | +4.3% |
| 6M | +6.2% | +16.4% | -10.3% | -6.3% |
| YTD | +17.7% | +13.3% | +4.4% | +5.7% |
| 1Y | +32.9% | +17.9% | +15.0% | +15.2% |
| 3Y | +129.7% | +98.3% | +31.3% | +29.8% |
| 5Y | +89.3% | +86.4% | +2.9% | +8.6% |
| 10Y | +99.1% | +421.9% | -322.8% | -47.7% |
| All | +5,715.5% | +559.0% | +5,156.6% | +787.2% |
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