-36.3%
VACI vs SPY
+14.2%
-50.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.5% | -7.3% | -7.7% |
| 7D | -35.8% | -0.4% | -35.4% | -35.7% |
| 30D | -37.7% | -1.4% | -36.3% | -37.6% |
| 3M | -38.0% | +3.7% | -41.7% | -38.0% |
| 6M | -36.2% | +13.0% | -49.2% | -36.3% |
| YTD | -36.2% | +12.4% | -48.6% | -36.4% |
| All | -36.3% | +14.2% | -50.6% | -36.5% |
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