+5,424.8%
VLGEA vs SPY
+3,059.5%
+2,365.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.5% | -0.4% | -0.2% | -0.4% |
| 30D | +2.5% | -1.4% | +3.9% | +3.2% |
| 3M | +8.1% | +3.7% | +4.4% | +6.1% |
| 6M | +6.8% | +13.0% | -6.2% | +0.4% |
| YTD | +21.9% | +12.4% | +9.5% | +14.7% |
| 1Y | +16.4% | +18.5% | -2.1% | +6.6% |
| 3Y | +108.6% | +77.6% | +31.0% | +55.5% |
| 5Y | +135.2% | +81.7% | +53.5% | +71.2% |
| 10Y | +102.4% | +319.7% | -217.2% | -5.3% |
| All | +5,424.8% | +3,059.5% | +2,365.3% | +1,309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling