+843.3%
VIS vs SPY
+934.3%
-91.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -0.7% | +0.1% | -0.9% | -0.9% |
| 30D | -6.0% | +0.1% | -6.0% | -6.0% |
| 3M | -2.2% | +2.0% | -4.2% | -4.2% |
| 6M | -0.3% | +13.0% | -13.3% | -12.1% |
| YTD | +13.4% | +13.5% | -0.2% | -0.5% |
| 1Y | +17.0% | +20.0% | -3.0% | -3.0% |
| 3Y | +67.1% | +77.2% | -10.1% | -7.8% |
| 5Y | +80.1% | +81.9% | -1.8% | -4.1% |
| 10Y | +248.3% | +314.1% | -65.7% | -21.2% |
| All | +843.3% | +934.3% | -91.0% | -10.7% |
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