+1.3%
VTG vs SPY
+22.5%
-21.2%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +0.6% | -2.0% | +2.6% | +0.7% |
| 3M | -1.4% | -2.8% | +1.4% | -1.2% |
| 6M | -1.3% | +2.1% | -3.4% | -1.4% |
| YTD | -1.5% | +11.5% | -13.0% | -2.1% |
| 1Y | -1.4% | +13.5% | -14.8% | -1.8% |
| All | +1.3% | +22.5% | -21.2% | +1.4% |
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