+281.3%
VGK vs SPY
+831.4%
-550.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | +4.2% | -2.4% | +6.6% | +6.6% |
| 3M | -2.8% | -1.2% | -1.7% | -1.9% |
| 6M | +3.5% | +3.3% | +0.2% | -0.2% |
| YTD | +9.2% | +12.3% | -3.1% | -3.2% |
| 1Y | +12.7% | +12.4% | +0.3% | -0.3% |
| 3Y | +68.3% | +78.8% | -10.5% | -10.1% |
| 5Y | +51.7% | +75.2% | -23.5% | -18.2% |
| 10Y | +165.0% | +311.1% | -146.1% | -46.3% |
| All | +281.3% | +831.4% | -550.1% | -68.0% |
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