+157.8%
VIOO vs SPY
+311.8%
-154.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | -0.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.5% |
| 30D | +3.6% | -2.4% | +5.9% | +6.1% |
| 3M | -3.8% | -1.2% | -2.6% | -2.7% |
| 6M | +4.4% | +3.3% | +1.1% | +0.6% |
| YTD | +19.3% | +12.3% | +7.0% | +5.1% |
| 1Y | +20.7% | +12.4% | +8.2% | +6.2% |
| 3Y | +63.0% | +78.8% | -15.8% | -12.7% |
| 5Y | +28.7% | +75.2% | -46.5% | -29.5% |
| 10Y | +157.8% | +311.1% | -153.3% | -46.8% |
| All | +157.8% | +311.8% | -154.0% | -46.8% |
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