-7.8%
VIPS vs SPY
+81.0%
-88.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.5% |
| 7D | -3.9% | -0.4% | -3.6% | -3.6% |
| 30D | -18.8% | -1.4% | -17.4% | -17.8% |
| 3M | -7.8% | +3.7% | -11.5% | -11.2% |
| 6M | -19.9% | +13.0% | -32.9% | -29.2% |
| YTD | -26.3% | +12.4% | -38.7% | -34.5% |
| 1Y | -26.3% | +18.5% | -44.8% | -37.8% |
| 3Y | -7.1% | +77.6% | -84.7% | -51.0% |
| 5Y | -7.8% | +81.7% | -89.5% | -51.5% |
| All | -7.8% | +81.0% | -88.8% | -51.5% |
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