+663.9%
VGZ vs SPY
+75.1%
+588.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.2% |
| 7D | +10.4% | -2.7% | +13.1% | +13.1% |
| 30D | +4.2% | -5.4% | +9.6% | +9.5% |
| 3M | +35.5% | -4.1% | +39.6% | +41.2% |
| 6M | +22.2% | +0.7% | +21.5% | +23.2% |
| YTD | +39.6% | +8.7% | +30.9% | +33.9% |
| 1Y | +70.8% | +10.9% | +59.9% | +62.4% |
| 3Y | +663.9% | +75.0% | +588.9% | +504.7% |
| All | +663.9% | +75.1% | +588.8% | +504.7% |
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 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