+287.6%
VZ vs SPYG
+513.6%
-226.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +2.1% | -3.6% | +5.8% | +3.6% |
| 30D | +1.4% | -11.2% | +12.5% | +6.1% |
| 3M | -1.3% | -8.1% | +6.8% | +1.8% |
| 6M | -0.5% | -3.3% | +2.8% | -0.2% |
| YTD | +19.6% | +5.5% | +14.1% | +14.9% |
| 1Y | +22.4% | +7.0% | +15.4% | +16.6% |
| 3Y | +55.9% | +89.5% | -33.6% | +10.8% |
| 5Y | +20.4% | +63.3% | -42.9% | -10.3% |
| 10Y | +66.9% | +395.1% | -328.2% | -33.1% |
| All | +287.6% | +513.6% | -226.0% | -6.1% |
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