+152.3%
VGZ vs SPY
+312.9%
-160.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +10.4% | -2.7% | +13.1% | +12.3% |
| 30D | +4.2% | -5.4% | +9.6% | +7.9% |
| 3M | +35.5% | -4.1% | +39.6% | +39.5% |
| 6M | +22.2% | +0.7% | +21.5% | +22.7% |
| YTD | +39.6% | +8.7% | +30.9% | +35.0% |
| 1Y | +70.8% | +10.9% | +59.9% | +63.5% |
| 3Y | +663.9% | +75.0% | +588.9% | +463.1% |
| 5Y | +243.7% | +67.8% | +176.0% | +156.8% |
| All | +152.3% | +312.9% | -160.6% | +35.7% |
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