+69.8%
VAC vs SPY
+78.0%
-8.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | +9.3% | -3.3% | +12.6% | +14.9% |
| 3M | -6.0% | -2.4% | -3.6% | -2.5% |
| 6M | +52.0% | +2.6% | +49.4% | +45.2% |
| YTD | +105.6% | +11.2% | +94.4% | +72.9% |
| 1Y | +155.0% | +13.4% | +141.6% | +107.9% |
| 3Y | +69.8% | +79.9% | -10.1% | -42.0% |
| All | +69.8% | +78.0% | -8.2% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling