+115.9%
VIGI vs SPY
+322.5%
-206.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -1.9% |
| 30D | -2.3% | -1.1% | -1.3% | -1.6% |
| 3M | +3.9% | +3.9% | 0.0% | +0.9% |
| 6M | +8.4% | +13.6% | -5.2% | -1.4% |
| YTD | +7.4% | +12.7% | -5.3% | -1.8% |
| 1Y | +9.5% | +17.5% | -8.0% | -2.9% |
| 3Y | +38.7% | +76.9% | -38.2% | -10.5% |
| 5Y | +23.7% | +83.6% | -59.9% | -23.2% |
| All | +115.9% | +322.5% | -206.5% | -30.4% |
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