+64.4%
VZ vs SPYG
+412.5%
-348.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +5.8% | -1.7% | +7.4% | +6.1% |
| 3M | +10.5% | +3.6% | +6.9% | +9.4% |
| 6M | +1.8% | +16.6% | -14.8% | -2.1% |
| YTD | +28.3% | +13.4% | +14.9% | +24.0% |
| 1Y | +22.0% | +19.6% | +2.4% | +16.2% |
| 3Y | +81.8% | +99.8% | -17.9% | +45.8% |
| 5Y | +25.3% | +85.0% | -59.6% | +1.5% |
| 10Y | +64.4% | +422.1% | -357.7% | -21.4% |
| All | +64.4% | +412.5% | -348.1% | -21.4% |
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 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