+677.5%
VBK vs SPY
+900.2%
-222.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -1.0% | -0.6% | -0.5% | -0.3% |
| 30D | -4.5% | -3.7% | -0.8% | -0.3% |
| 3M | -8.3% | -2.7% | -5.6% | -5.3% |
| 6M | -4.0% | +2.2% | -6.2% | -6.1% |
| YTD | +9.3% | +10.8% | -1.5% | -2.1% |
| 1Y | +9.3% | +11.2% | -2.0% | -2.4% |
| 3Y | +63.3% | +76.5% | -13.2% | -12.3% |
| 5Y | +13.3% | +72.9% | -59.6% | -36.9% |
| 10Y | +174.7% | +304.8% | -130.1% | -39.8% |
| All | +677.5% | +900.2% | -222.7% | -35.8% |
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