-51.4%
VG vs SPY
+22.6%
-74.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -0.5% |
| 7D | -22.0% | -4.7% | -17.3% | -19.0% |
| 30D | -14.7% | -5.9% | -8.8% | -10.6% |
| 3M | -7.1% | -4.5% | -2.5% | -4.0% |
| 6M | -11.2% | +1.8% | -13.0% | -15.4% |
| YTD | +69.8% | +8.3% | +61.5% | +46.4% |
| 1Y | +49.9% | +9.3% | +40.5% | +27.3% |
| All | -51.4% | +22.6% | -74.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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