+744.7%
VB vs SPY
+924.7%
-180.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | -0.2% | +0.1% | -0.4% | -0.4% |
| 30D | -1.0% | +0.1% | -1.1% | -1.1% |
| 3M | +1.9% | +2.0% | -0.1% | -0.4% |
| 6M | +9.7% | +13.0% | -3.3% | -4.2% |
| YTD | +17.1% | +13.5% | +3.5% | +1.8% |
| 1Y | +19.8% | +20.0% | -0.1% | -2.0% |
| 3Y | +54.3% | +77.2% | -22.8% | -17.9% |
| 5Y | +41.3% | +81.9% | -40.6% | -26.8% |
| 10Y | +181.6% | +314.1% | -132.4% | -41.3% |
| All | +744.7% | +924.7% | -180.0% | -34.2% |
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