-44.6%
VG vs SPY
+26.1%
-70.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +14.0% | +2.6% | +11.4% | +11.7% |
| 30D | -1.0% | -2.0% | +1.0% | +0.5% |
| 3M | -2.7% | -2.8% | +0.1% | -0.8% |
| 6M | +1.5% | +2.1% | -0.7% | -2.4% |
| YTD | +93.7% | +11.5% | +82.2% | +63.3% |
| 1Y | +68.5% | +13.5% | +55.1% | +37.9% |
| All | -44.6% | +26.1% | -70.7% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling