+37.0%
VAC vs SPY
+19.4%
+17.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.2% |
| 7D | +3.4% | +0.5% | +2.8% | +2.5% |
| 30D | -17.1% | -0.9% | -16.1% | -15.9% |
| 3M | +14.4% | +3.9% | +10.5% | +8.3% |
| 6M | +46.7% | +14.5% | +32.2% | +19.3% |
| YTD | +81.5% | +12.9% | +68.5% | +50.8% |
| 1Y | +37.0% | +19.4% | +17.7% | +4.2% |
| All | +37.0% | +19.4% | +17.6% | +4.2% |
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