+652.8%
VGZ vs SPY
+74.5%
+578.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +4.8% |
| 7D | +5.0% | -4.7% | +9.8% | +9.7% |
| 30D | +1.1% | -5.9% | +7.0% | +6.9% |
| 3M | +36.2% | -4.5% | +40.7% | +42.5% |
| 6M | +28.4% | +1.8% | +26.6% | +28.6% |
| YTD | +37.6% | +8.3% | +29.2% | +32.3% |
| 1Y | +77.1% | +9.3% | +67.8% | +69.6% |
| All | +652.8% | +74.5% | +578.2% | +497.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling