+311.5%
SPY vs V
+376.5%
-65.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | +0.5% | -1.1% | +1.6% | +1.1% |
| 30D | -0.9% | +1.9% | -2.8% | -2.0% |
| 3M | +3.9% | +15.5% | -11.6% | -4.4% |
| 6M | +14.5% | +16.6% | -2.1% | +4.3% |
| YTD | +12.9% | +5.7% | +7.2% | +8.2% |
| 1Y | +19.4% | +8.6% | +10.8% | +12.3% |
| 3Y | +78.5% | +52.5% | +25.9% | +36.7% |
| 5Y | +81.8% | +67.1% | +14.6% | +29.4% |
| 10Y | +311.5% | +376.8% | -65.3% | +75.3% |
| All | +311.5% | +376.5% | -65.0% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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