+5.6%
VGMS vs SPY
+23.3%
-17.8%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.6% |
| 7D | -0.1% | -4.7% | +4.6% | +0.6% |
| 30D | +0.6% | -5.9% | +6.5% | +1.6% |
| 3M | -1.6% | -4.5% | +2.9% | -1.0% |
| 6M | -0.8% | +1.8% | -2.6% | -1.2% |
| YTD | +0.1% | +8.3% | -8.2% | -1.5% |
| 1Y | +1.5% | +9.3% | -7.8% | -0.2% |
| All | +5.6% | +23.3% | -17.8% | +1.6% |
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