-68.7%
VIOT vs SPY
+82.3%
-151.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.1% |
| 7D | +22.8% | -0.8% | +23.6% | +23.6% |
| 30D | +97.2% | -1.1% | +98.2% | +99.0% |
| 3M | +50.5% | +3.9% | +46.7% | +44.2% |
| 6M | +10.5% | +13.6% | -3.2% | -3.0% |
| YTD | -19.0% | +12.7% | -31.6% | -28.3% |
| 1Y | -58.1% | +17.5% | -75.6% | -64.4% |
| 3Y | +49.0% | +76.9% | -27.9% | -22.9% |
| All | -68.7% | +82.3% | -151.0% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling