-41.6%
VOYG vs SPY
+27.2%
-68.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -0.4% |
| 7D | +0.9% | -2.0% | +2.9% | +7.4% |
| 30D | -23.1% | -1.7% | -21.5% | -19.1% |
| 3M | -20.1% | +4.7% | -24.9% | -30.3% |
| 6M | +16.4% | +12.5% | +3.9% | -14.9% |
| YTD | +26.1% | +11.7% | +14.4% | -5.4% |
| 1Y | +16.2% | +17.5% | -1.3% | -20.2% |
| All | -41.6% | +27.2% | -68.8% | -64.0% |
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