-19.6%
VAC vs SPY
+81.8%
-101.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.2% |
| 7D | +3.4% | +0.5% | +2.8% | +2.6% |
| 30D | -17.1% | -0.9% | -16.1% | -15.9% |
| 3M | +14.4% | +3.9% | +10.5% | +8.5% |
| 6M | +46.7% | +14.5% | +32.2% | +22.2% |
| YTD | +81.5% | +12.9% | +68.5% | +54.1% |
| 1Y | +37.0% | +19.4% | +17.7% | +8.7% |
| 3Y | +11.6% | +78.5% | -66.9% | -44.5% |
| 5Y | -19.6% | +81.8% | -101.4% | -60.1% |
| All | -19.6% | +81.8% | -101.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling