+724.7%
VBK vs SPY
+924.7%
-200.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | -1.9% | +2.0% | -3.9% | -3.9% |
| 6M | +9.9% | +13.0% | -3.2% | -3.9% |
| YTD | +15.9% | +13.5% | +2.4% | +0.9% |
| 1Y | +19.4% | +20.0% | -0.5% | -2.1% |
| 3Y | +53.5% | +77.2% | -23.7% | -18.0% |
| 5Y | +20.9% | +81.9% | -61.0% | -36.4% |
| 10Y | +180.3% | +314.1% | -133.7% | -40.1% |
| All | +724.7% | +924.7% | -200.0% | -33.9% |
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