+290.0%
VGK vs SPY
+841.8%
-551.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +4.6% | +2.0% | +2.6% | +2.4% |
| 6M | +7.9% | +13.0% | -5.1% | -4.8% |
| YTD | +11.7% | +13.5% | -1.8% | -1.9% |
| 1Y | +20.9% | +20.0% | +1.0% | +0.1% |
| 3Y | +66.1% | +77.2% | -11.0% | -10.3% |
| 5Y | +53.9% | +81.9% | -28.0% | -20.2% |
| 10Y | +154.8% | +314.1% | -159.3% | -48.7% |
| All | +290.0% | +841.8% | -551.7% | -67.6% |
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