+117.5%
VBNK vs SPY
+83.3%
+34.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.2% |
| 7D | +16.3% | +0.5% | +15.8% | +16.0% |
| 30D | +15.6% | -0.9% | +16.5% | +16.3% |
| 3M | +12.4% | +3.9% | +8.5% | +10.0% |
| 6M | +53.7% | +14.5% | +39.2% | +41.9% |
| YTD | +47.5% | +12.9% | +34.6% | +37.3% |
| 1Y | +87.4% | +19.4% | +68.1% | +69.0% |
| 3Y | +186.2% | +78.5% | +107.7% | +116.3% |
| 5Y | +121.7% | +81.8% | +40.0% | +70.9% |
| All | +117.5% | +83.3% | +34.2% | +67.1% |
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