+656.6%
VBK vs SPY
+880.7%
-224.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -3.0% | -2.7% | -0.3% | +0.1% |
| 30D | -6.4% | -5.4% | -1.0% | -0.3% |
| 3M | -9.0% | -4.1% | -4.9% | -4.5% |
| 6M | -7.6% | +0.7% | -8.3% | -8.1% |
| YTD | +6.3% | +8.7% | -2.3% | -2.7% |
| 1Y | +8.7% | +10.9% | -2.2% | -2.6% |
| 3Y | +57.7% | +75.0% | -17.3% | -14.5% |
| 5Y | +8.4% | +67.8% | -59.4% | -37.6% |
| 10Y | +180.6% | +312.9% | -132.3% | -39.8% |
| All | +656.6% | +880.7% | -224.1% | -36.2% |
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