+182.3%
VB vs SPY
+312.9%
-130.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -1.5% | -2.7% | +1.2% | +1.4% |
| 30D | -0.5% | -5.4% | +4.9% | +5.6% |
| 3M | -5.1% | -4.1% | -1.0% | -0.9% |
| 6M | -1.2% | +0.7% | -1.9% | -2.1% |
| YTD | +11.8% | +8.7% | +3.1% | +2.1% |
| 1Y | +15.6% | +10.9% | +4.7% | +3.4% |
| 3Y | +60.8% | +75.0% | -14.1% | -11.9% |
| 5Y | +28.9% | +67.8% | -38.9% | -25.9% |
| All | +182.3% | +312.9% | -130.5% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling