+6.2%
VGMS vs SPY
+26.6%
-20.5%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +0.7% | -3.3% | +4.1% | +1.2% |
| 3M | -1.1% | -2.4% | +1.3% | -0.8% |
| 6M | -0.6% | +2.6% | -3.1% | -1.1% |
| YTD | +0.7% | +11.2% | -10.6% | -1.3% |
| 1Y | +1.9% | +13.4% | -11.5% | -0.4% |
| All | +6.2% | +26.6% | -20.5% | +1.7% |
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