+151.9%
VGK vs SPY
+311.3%
-159.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.1% |
| 30D | -1.5% | -0.9% | -0.6% | -0.7% |
| 3M | +5.6% | +3.9% | +1.7% | +2.2% |
| 6M | +10.2% | +14.5% | -4.3% | -1.6% |
| YTD | +11.1% | +12.9% | -1.9% | +0.4% |
| 1Y | +18.8% | +19.4% | -0.6% | +2.4% |
| 3Y | +68.2% | +78.5% | -10.2% | +1.4% |
| 5Y | +55.2% | +81.8% | -26.5% | -8.5% |
| 10Y | +151.9% | +311.5% | -159.6% | -27.7% |
| All | +151.9% | +311.3% | -159.4% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling