+402.8%
VUG vs SPYG
+393.2%
+9.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | +2.5% | +2.3% | +0.2% | +0.1% |
| 30D | -6.3% | -6.5% | +0.2% | +0.3% |
| 3M | -6.0% | -6.8% | +0.8% | +1.0% |
| 6M | -3.5% | -3.1% | -0.4% | -0.4% |
| YTD | +3.9% | +8.0% | -4.1% | -4.2% |
| 1Y | +5.1% | +10.2% | -5.1% | -5.2% |
| 3Y | +77.9% | +91.0% | -13.1% | -9.4% |
| 5Y | +62.4% | +67.7% | -5.3% | -4.9% |
| All | +402.8% | +393.2% | +9.7% | -1.3% |
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