+2,507.3%
VIPS vs SPY
+598.2%
+1,909.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | -7.4% | +3.3% | -10.7% | -10.1% |
| 30D | +0.5% | -2.7% | +3.2% | +2.5% |
| 3M | -10.4% | -1.7% | -8.7% | -9.4% |
| 6M | -11.2% | +3.1% | -14.3% | -14.2% |
| YTD | -23.8% | +11.9% | -35.7% | -31.7% |
| 1Y | -31.4% | +12.0% | -43.4% | -38.5% |
| 3Y | +0.4% | +78.2% | -77.8% | -42.1% |
| 5Y | +11.1% | +73.2% | -62.2% | -33.6% |
| 10Y | +5.9% | +309.6% | -303.7% | -74.0% |
| All | +2,507.3% | +598.2% | +1,909.2% | +451.1% |
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