+724.4%
VAC vs SPY
+670.1%
+54.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +1.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +9.3% | -3.3% | +12.6% | +14.4% |
| 3M | -6.0% | -2.4% | -3.6% | -2.8% |
| 6M | +52.0% | +2.6% | +49.4% | +46.3% |
| YTD | +105.6% | +11.2% | +94.4% | +77.2% |
| 1Y | +155.0% | +13.4% | +141.6% | +114.3% |
| 3Y | +69.8% | +79.9% | -10.1% | -21.2% |
| 5Y | -20.3% | +72.2% | -92.5% | -60.6% |
| 10Y | +108.4% | +307.3% | -198.9% | -61.3% |
| All | +724.4% | +670.1% | +54.3% | -7.9% |
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