-98.1%
VIP vs SPY
+329.8%
-427.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -6.4% |
| 7D | -15.0% | -0.7% | -14.3% | -14.3% |
| 30D | -25.7% | -1.0% | -24.6% | -24.6% |
| 3M | -48.2% | -0.3% | -47.8% | -47.9% |
| 6M | -3.4% | +7.3% | -10.8% | -10.5% |
| YTD | -23.6% | +13.3% | -37.0% | -33.2% |
| 1Y | -30.7% | +14.8% | -45.5% | -39.6% |
| 3Y | -80.0% | +82.9% | -163.0% | -89.2% |
| 5Y | -99.5% | +75.6% | -175.1% | -99.7% |
| 10Y | -98.1% | +330.5% | -428.6% | -99.2% |
| All | -98.1% | +329.8% | -427.9% | -99.2% |
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