+728.3%
VAC vs SPY
+667.2%
+61.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | -2.5% | -0.6% | -1.9% | -1.7% |
| 30D | +9.8% | -3.7% | +13.5% | +15.6% |
| 3M | +3.0% | -2.7% | +5.7% | +7.0% |
| 6M | +52.7% | +2.2% | +50.5% | +47.7% |
| YTD | +106.6% | +10.8% | +95.8% | +79.0% |
| 1Y | +140.6% | +11.2% | +129.4% | +107.4% |
| 3Y | +70.8% | +76.5% | -5.7% | -18.7% |
| 5Y | -19.5% | +72.9% | -92.5% | -60.5% |
| 10Y | +103.7% | +304.8% | -201.1% | -61.9% |
| All | +728.3% | +667.2% | +61.0% | -7.0% |
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 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