+290.7%
VZ vs SPYG
+530.1%
-239.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.3% |
| 7D | +2.2% | 0.0% | +2.3% | +2.1% |
| 30D | +10.6% | -8.4% | +19.0% | +14.3% |
| 3M | -0.6% | -6.2% | +5.6% | +1.6% |
| 6M | +0.7% | -1.8% | +2.5% | +0.4% |
| YTD | +20.6% | +8.4% | +12.2% | +14.6% |
| 1Y | +22.7% | +10.1% | +12.7% | +15.6% |
| 3Y | +57.2% | +94.9% | -37.7% | +10.5% |
| 5Y | +21.4% | +68.5% | -47.1% | -10.8% |
| 10Y | +65.5% | +392.2% | -326.7% | -33.2% |
| All | +290.7% | +530.1% | -239.4% | -6.4% |
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