+235.4%
VGZ vs SPY
+67.4%
+168.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.2% |
| 7D | +10.4% | -2.7% | +13.1% | +12.7% |
| 30D | +4.2% | -5.4% | +9.6% | +8.6% |
| 3M | +35.5% | -4.1% | +39.6% | +40.2% |
| 6M | +22.2% | +0.7% | +21.5% | +22.9% |
| YTD | +39.6% | +8.7% | +30.9% | +34.4% |
| 1Y | +70.8% | +10.9% | +59.9% | +62.8% |
| 3Y | +663.9% | +75.0% | +588.9% | +452.9% |
| All | +235.4% | +67.4% | +168.0% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling