+57.4%
VZ vs SPYG
+91.6%
-34.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.6% |
| 7D | +1.5% | +2.3% | -0.9% | +1.9% |
| 30D | +4.4% | -6.5% | +10.8% | +3.2% |
| 3M | -2.4% | -6.8% | +4.5% | -3.5% |
| 6M | +1.4% | -3.1% | +4.6% | +1.1% |
| YTD | +21.4% | +8.0% | +13.4% | +22.9% |
| 1Y | +20.3% | +10.2% | +10.0% | +22.0% |
| 3Y | +57.4% | +91.0% | -33.6% | +63.3% |
| All | +57.4% | +91.6% | -34.2% | +63.3% |
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 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