+39.0%
SPOK vs VT
+217.6%
-178.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | +10.5% | -3.1% | +13.6% | +12.6% |
| 3M | +7.8% | -3.5% | +11.3% | +10.0% |
| 6M | +15.4% | +0.5% | +14.9% | +14.4% |
| YTD | -2.1% | +10.8% | -12.9% | -9.6% |
| 1Y | -2.1% | +11.9% | -14.0% | -10.2% |
| 3Y | -4.9% | +73.0% | -77.9% | -35.8% |
| 5Y | +86.8% | +58.6% | +28.2% | +33.3% |
| 10Y | +39.0% | +219.2% | -180.1% | -43.3% |
| All | +39.0% | +217.6% | -178.6% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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