+109.3%
VGZ vs SPY
+313.4%
-204.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.6% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +12.6% | +0.1% | +12.5% | +12.6% |
| 3M | -5.1% | +2.0% | -7.1% | -5.9% |
| 6M | -13.5% | +13.0% | -26.5% | -18.9% |
| YTD | +13.7% | +13.5% | +0.2% | +6.6% |
| 1Y | +67.2% | +20.0% | +47.2% | +52.3% |
| 3Y | +357.1% | +77.2% | +280.0% | +231.1% |
| 5Y | +163.5% | +81.9% | +81.7% | +86.2% |
| All | +109.3% | +313.4% | -204.1% | -3.0% |
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