+318.8%
VWO vs SPYG
+1,197.7%
-878.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.7% |
| 7D | -1.7% | -1.8% | +0.1% | +0.1% |
| 30D | -0.3% | -1.9% | +1.6% | +1.6% |
| 3M | +4.0% | +5.2% | -1.2% | -1.4% |
| 6M | +8.1% | +15.6% | -7.4% | -7.0% |
| YTD | +11.6% | +12.4% | -0.8% | -1.4% |
| 1Y | +16.2% | +17.5% | -1.2% | -2.1% |
| 3Y | +63.3% | +98.1% | -34.8% | -24.4% |
| 5Y | +33.4% | +84.9% | -51.6% | -37.2% |
| 10Y | +113.3% | +417.7% | -304.4% | -75.3% |
| All | +318.8% | +1,197.7% | -878.9% | -85.6% |
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