-48.0%
VIA vs SPY
+17.5%
-65.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -3.2% |
| 7D | -8.4% | -0.8% | -7.7% | -7.6% |
| 30D | +2.8% | -1.1% | +3.9% | +4.2% |
| 3M | +74.5% | +3.9% | +70.7% | +67.0% |
| 6M | +37.6% | +13.6% | +24.0% | +17.0% |
| YTD | -11.2% | +12.7% | -23.9% | -23.9% |
| All | -48.0% | +17.5% | -65.5% | -55.2% |
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 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