-13.2%
VACI vs SPY
+15.9%
-29.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.0% | -13.5% | -12.4% |
| 7D | -15.9% | +0.3% | -16.1% | -15.8% |
| 30D | -15.0% | +0.2% | -15.2% | -14.9% |
| 3M | -16.9% | +2.8% | -19.7% | -16.9% |
| 6M | -13.2% | +14.3% | -27.5% | -13.4% |
| YTD | -13.0% | +14.0% | -27.0% | -13.3% |
| All | -13.2% | +15.9% | -29.1% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling