+476.5%
V vs SPY
+308.5%
+168.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.6% |
| 7D | -0.4% | +3.3% | -3.6% | -3.6% |
| 30D | +6.3% | -2.7% | +9.0% | +9.0% |
| 3M | +17.2% | -1.7% | +18.9% | +18.9% |
| 6M | +29.2% | +3.1% | +26.2% | +24.3% |
| YTD | +20.8% | +11.9% | +8.9% | +6.6% |
| 1Y | +25.0% | +12.0% | +13.0% | +10.2% |
| 3Y | +75.3% | +78.2% | -2.9% | -7.1% |
| 5Y | +105.8% | +73.2% | +32.6% | +12.2% |
| All | +476.5% | +308.5% | +168.0% | +10.0% |
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