+388.9%
VABK vs SPY
+812.2%
-423.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | +12.1% | +3.9% | +8.2% | +11.7% |
| 6M | +22.4% | +14.5% | +7.9% | +20.8% |
| YTD | +21.1% | +12.9% | +8.1% | +19.6% |
| 1Y | +19.0% | +19.4% | -0.3% | +17.0% |
| 3Y | +63.2% | +78.5% | -15.3% | +55.8% |
| 5Y | +52.8% | +81.8% | -28.9% | +45.5% |
| 10Y | +175.7% | +311.5% | -135.8% | +154.7% |
| All | +388.9% | +812.2% | -423.3% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling