+72.5%
VAC vs SPY
+312.5%
-240.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.1% |
| 7D | +0.6% | -0.4% | +1.0% | +1.1% |
| 30D | -11.1% | -1.4% | -9.8% | -9.2% |
| 3M | +12.3% | +3.7% | +8.6% | +6.1% |
| 6M | +47.9% | +13.0% | +34.9% | +23.3% |
| YTD | +78.3% | +12.4% | +65.9% | +49.8% |
| 1Y | +34.6% | +18.5% | +16.0% | +5.1% |
| 3Y | +9.6% | +77.6% | -68.0% | -51.4% |
| 5Y | -21.8% | +81.7% | -103.5% | -66.4% |
| 10Y | +72.5% | +319.7% | -247.1% | -76.1% |
| All | +72.5% | +312.5% | -240.0% | -76.1% |
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