+443.2%
SPOK vs VT
+374.2%
+69.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | -1.9% | +1.0% | -2.9% | -2.6% |
| 3M | +0.9% | +2.4% | -1.5% | -1.1% |
| 6M | -4.8% | +12.0% | -16.8% | -12.4% |
| YTD | -11.6% | +15.3% | -26.9% | -20.4% |
| 1Y | -34.1% | +22.6% | -56.7% | -43.0% |
| 3Y | -2.6% | +74.7% | -77.2% | -34.2% |
| 5Y | +68.4% | +66.1% | +2.2% | +15.7% |
| 10Y | +32.2% | +225.0% | -192.8% | -43.5% |
| All | +443.2% | +374.2% | +69.0% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling