-39.3%
VG vs SPY
+28.5%
-67.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +16.0% | +0.1% | +16.0% | +15.8% |
| 3M | +9.7% | +2.0% | +7.7% | +7.0% |
| 6M | +29.6% | +13.0% | +16.6% | +9.1% |
| YTD | +112.0% | +13.5% | +98.5% | +76.6% |
| 1Y | +12.8% | +20.0% | -7.2% | -13.3% |
| All | -39.3% | +28.5% | -67.8% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling