+191.1%
VGZ vs SPY
+307.0%
-115.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -4.7% | +2.6% | -7.3% | -6.3% |
| 30D | +2.7% | -2.0% | +4.7% | +4.1% |
| 3M | +16.4% | -2.8% | +19.2% | +18.9% |
| 6M | +13.4% | +2.1% | +11.3% | +12.8% |
| YTD | +33.0% | +11.5% | +21.5% | +26.5% |
| 1Y | +43.2% | +13.5% | +29.7% | +35.1% |
| 3Y | +773.3% | +77.7% | +695.6% | +536.9% |
| 5Y | +249.3% | +72.6% | +176.7% | +156.2% |
| All | +191.1% | +307.0% | -115.9% | +44.2% |
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