+55.9%
VZ vs SPYG
+90.1%
-34.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | +2.1% | -3.6% | +5.8% | +1.5% |
| 30D | +1.4% | -11.2% | +12.5% | -0.7% |
| 3M | -1.3% | -8.1% | +6.8% | -2.6% |
| 6M | -0.5% | -3.3% | +2.8% | -1.0% |
| YTD | +19.6% | +5.5% | +14.1% | +20.6% |
| 1Y | +22.4% | +7.0% | +15.4% | +23.5% |
| 3Y | +55.9% | +89.5% | -33.6% | +58.6% |
| All | +55.9% | +90.1% | -34.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling