+981.7%
VONG vs SPY
+777.9%
+203.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +2.9% | +2.6% | +0.3% | +0.1% |
| 30D | -7.5% | -2.0% | -5.5% | -5.3% |
| 3M | -8.4% | -2.8% | -5.7% | -5.4% |
| 6M | -7.3% | +2.1% | -9.5% | -9.0% |
| YTD | -2.5% | +11.5% | -14.0% | -12.7% |
| 1Y | -1.7% | +13.5% | -15.1% | -13.6% |
| 3Y | +66.1% | +77.7% | -11.6% | -8.4% |
| 5Y | +56.8% | +72.6% | -15.9% | -9.8% |
| 10Y | +390.8% | +308.2% | +82.7% | +21.1% |
| All | +981.7% | +777.9% | +203.8% | +31.3% |
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