+65.5%
VZ vs SPYG
+401.0%
-335.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | +2.2% | 0.0% | +2.3% | +2.2% |
| 30D | +10.6% | -8.4% | +19.0% | +12.4% |
| 3M | -0.6% | -6.2% | +5.6% | +0.4% |
| 6M | +0.7% | -1.8% | +2.5% | +0.6% |
| YTD | +20.6% | +8.4% | +12.2% | +17.4% |
| 1Y | +22.7% | +10.1% | +12.7% | +18.9% |
| 3Y | +57.2% | +94.9% | -37.7% | +26.3% |
| 5Y | +21.4% | +68.5% | -47.1% | +1.1% |
| 10Y | +65.5% | +392.2% | -326.7% | -19.7% |
| All | +65.5% | +401.0% | -335.5% | -19.7% |
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