+80.2%
VAC vs SPY
+14.6%
+65.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -5.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.9% |
| 30D | +12.2% | -1.0% | +13.3% | +13.8% |
| 3M | +16.9% | -0.3% | +17.2% | +17.3% |
| 6M | +65.9% | +7.3% | +58.6% | +47.4% |
| YTD | +104.3% | +13.3% | +91.0% | +66.6% |
| 1Y | +80.2% | +14.8% | +65.4% | +41.6% |
| All | +80.2% | +14.6% | +65.5% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling