-20.3%
VINP vs SPY
+118.7%
-139.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.9% |
| 7D | -0.7% | -0.8% | 0.0% | -0.1% |
| 30D | +0.6% | -1.1% | +1.7% | +1.5% |
| 3M | -1.0% | +3.9% | -4.9% | -4.5% |
| 6M | -7.6% | +13.6% | -21.2% | -17.5% |
| YTD | -23.8% | +12.7% | -36.5% | -31.4% |
| 1Y | +0.2% | +17.5% | -17.3% | -13.1% |
| 3Y | +9.2% | +76.9% | -67.7% | -35.0% |
| 5Y | -4.1% | +83.6% | -87.7% | -45.6% |
| All | -20.3% | +118.7% | -139.0% | -65.3% |
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