-18.2%
VINP vs SPY
+119.2%
-137.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.4% |
| 7D | -1.5% | +0.5% | -2.0% | -2.0% |
| 30D | -2.0% | -0.9% | -1.1% | -1.2% |
| 3M | +2.3% | +3.9% | -1.6% | -1.2% |
| 6M | -8.1% | +14.5% | -22.7% | -18.6% |
| YTD | -21.8% | +12.9% | -34.7% | -29.7% |
| 1Y | +2.7% | +19.4% | -16.7% | -12.2% |
| 3Y | +14.3% | +78.5% | -64.2% | -32.5% |
| 5Y | -1.7% | +81.8% | -83.4% | -43.6% |
| All | -18.2% | +119.2% | -137.4% | -64.4% |
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