+186.7%
VBNK vs SPY
+75.5%
+111.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.3% |
| 7D | +8.3% | -2.0% | +10.3% | +10.1% |
| 30D | +15.8% | -1.7% | +17.4% | +17.5% |
| 3M | +14.5% | +4.7% | +9.7% | +10.2% |
| 6M | +53.1% | +12.5% | +40.6% | +38.1% |
| YTD | +49.1% | +11.7% | +37.4% | +35.3% |
| 1Y | +84.3% | +17.5% | +66.8% | +59.9% |
| All | +186.7% | +75.5% | +111.2% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling