-13.5%
VIA vs SPY
+17.1%
-30.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.6% |
| 7D | +9.2% | -0.9% | +10.1% | +10.0% |
| 30D | +31.8% | -2.4% | +34.2% | +34.9% |
| 3M | +72.2% | -1.2% | +73.4% | +73.9% |
| 6M | +152.9% | +3.3% | +149.6% | +142.8% |
| YTD | +47.6% | +12.3% | +35.3% | +26.5% |
| 1Y | -12.5% | +12.4% | -25.0% | -23.7% |
| All | -13.5% | +17.1% | -30.6% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling