+148.6%
VGZ vs SPY
+311.6%
-162.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +3.5% |
| 7D | +5.0% | -4.7% | +9.8% | +8.3% |
| 30D | +1.1% | -5.9% | +7.0% | +5.1% |
| 3M | +36.2% | -4.5% | +40.7% | +40.7% |
| 6M | +28.4% | +1.8% | +26.6% | +28.2% |
| YTD | +37.6% | +8.3% | +29.2% | +33.3% |
| 1Y | +77.1% | +9.3% | +67.8% | +70.8% |
| 3Y | +632.4% | +74.9% | +557.6% | +440.2% |
| 5Y | +238.8% | +67.3% | +171.5% | +153.5% |
| All | +148.6% | +311.6% | -162.9% | +34.0% |
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 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