-26.5%
VINP vs SPY
+116.4%
-142.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.8% |
| 7D | +1.2% | +2.6% | -1.4% | -1.0% |
| 30D | -19.6% | -2.0% | -17.6% | -18.4% |
| 3M | -6.6% | -2.8% | -3.8% | -4.4% |
| 6M | -14.2% | +2.1% | -16.4% | -16.1% |
| YTD | -29.7% | +11.5% | -41.2% | -36.2% |
| 1Y | -22.6% | +13.5% | -36.1% | -30.9% |
| 3Y | +4.0% | +77.7% | -73.7% | -38.4% |
| 5Y | -1.9% | +72.6% | -74.6% | -40.7% |
| All | -26.5% | +116.4% | -142.9% | -67.7% |
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