+163.6%
VGZ vs SPY
+315.0%
-151.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +1.0% |
| 7D | +14.2% | +0.1% | +14.1% | +14.1% |
| 30D | +6.4% | -3.3% | +9.7% | +8.8% |
| 3M | +33.6% | -2.4% | +36.1% | +36.1% |
| 6M | +25.3% | +2.6% | +22.8% | +24.4% |
| YTD | +43.1% | +11.2% | +31.9% | +36.4% |
| 1Y | +70.9% | +13.4% | +57.5% | +61.3% |
| 3Y | +809.7% | +79.9% | +729.8% | +558.8% |
| 5Y | +252.5% | +72.2% | +180.3% | +158.9% |
| 10Y | +163.6% | +307.3% | -143.8% | +26.5% |
| All | +163.6% | +315.0% | -151.5% | +26.5% |
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