+318.8%
VZ vs SPYG
+564.9%
-246.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +7.9% | -0.4% | +8.3% | +8.1% |
| 3M | +13.6% | +0.5% | +13.1% | +12.8% |
| 6M | +1.1% | +17.5% | -16.4% | -6.5% |
| YTD | +29.3% | +14.3% | +14.9% | +20.7% |
| 1Y | +21.2% | +21.7% | -0.5% | +9.8% |
| 3Y | +75.9% | +98.6% | -22.7% | +23.4% |
| 5Y | +24.1% | +85.1% | -61.0% | -12.3% |
| 10Y | +62.4% | +412.0% | -349.6% | -35.2% |
| All | +318.8% | +564.9% | -246.0% | -1.4% |
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 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