+99.0%
VLGEA vs SPY
+322.5%
-223.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -0.3% | -0.8% | +0.4% | 0.0% |
| 30D | +2.2% | -1.1% | +3.2% | +2.6% |
| 3M | +5.1% | +3.9% | +1.3% | +3.4% |
| 6M | +9.4% | +13.6% | -4.3% | +3.3% |
| YTD | +23.6% | +12.7% | +10.9% | +17.0% |
| 1Y | +12.7% | +17.5% | -4.8% | +4.6% |
| 3Y | +112.9% | +76.9% | +36.0% | +63.7% |
| 5Y | +139.9% | +83.6% | +56.3% | +79.2% |
| All | +99.0% | +322.5% | -223.4% | -7.1% |
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