-9.8%
VIA vs SPY
+15.6%
-25.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.4% |
| 7D | +22.5% | -0.6% | +23.1% | +23.3% |
| 30D | +37.9% | -3.7% | +41.6% | +43.5% |
| 3M | +91.5% | -2.7% | +94.3% | +97.2% |
| 6M | +157.9% | +2.2% | +155.8% | +150.8% |
| YTD | +53.9% | +10.8% | +43.1% | +34.0% |
| 1Y | -13.4% | +11.2% | -24.6% | -23.4% |
| All | -9.8% | +15.6% | -25.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling