+657.4%
VAC vs SPY
+686.0%
-28.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +22.7% | +2.0% | +20.7% | +18.9% |
| 6M | +57.0% | +13.0% | +44.0% | +32.4% |
| YTD | +88.9% | +13.5% | +75.4% | +58.4% |
| 1Y | +41.6% | +20.0% | +21.6% | +10.7% |
| 3Y | +8.6% | +77.2% | -68.6% | -48.6% |
| 5Y | -16.5% | +81.9% | -98.4% | -61.8% |
| 10Y | +70.7% | +314.1% | -243.3% | -69.0% |
| All | +657.4% | +686.0% | -28.6% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling