+577.7%
VIOG vs SPY
+816.2%
-238.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | +3.5% | +2.0% | +1.5% | +1.3% |
| 6M | +12.2% | +13.0% | -0.8% | -1.3% |
| YTD | +21.1% | +13.5% | +7.5% | +5.9% |
| 1Y | +21.6% | +20.0% | +1.6% | +0.4% |
| 3Y | +49.1% | +77.2% | -28.0% | -18.2% |
| 5Y | +31.6% | +81.9% | -50.3% | -29.6% |
| 10Y | +172.6% | +314.1% | -141.5% | -35.6% |
| All | +577.7% | +816.2% | -238.4% | -22.3% |
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 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