+735.6%
VB vs SPY
+922.8%
-187.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | -0.6% |
| 7D | +1.7% | -0.7% | +2.4% | +2.5% |
| 30D | +1.7% | -1.0% | +2.7% | +2.8% |
| 3M | -2.9% | -0.3% | -2.5% | -2.6% |
| 6M | +5.0% | +7.3% | -2.3% | -3.0% |
| YTD | +15.8% | +13.3% | +2.5% | +0.8% |
| 1Y | +19.4% | +14.8% | +4.6% | +2.5% |
| 3Y | +64.8% | +82.9% | -18.1% | -15.5% |
| 5Y | +34.9% | +75.6% | -40.7% | -27.4% |
| 10Y | +198.9% | +330.5% | -131.7% | -40.4% |
| All | +735.6% | +922.8% | -187.2% | -34.8% |
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