+35.9%
VISN vs SPY
+433.5%
-397.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | -0.5% |
| 7D | -13.0% | +0.1% | -13.0% | -12.4% |
| 30D | -6.3% | -3.3% | -3.0% | -0.5% |
| 3M | -9.1% | -2.4% | -6.7% | -5.0% |
| 6M | -15.2% | +2.6% | -17.7% | -17.6% |
| YTD | +12.4% | +11.2% | +1.1% | -3.5% |
| 1Y | +22.4% | +13.4% | +9.0% | +2.4% |
| 3Y | +1,197.5% | +79.9% | +1,117.7% | +508.7% |
| 5Y | +111.8% | +72.2% | +39.6% | +10.1% |
| 10Y | -39.5% | +307.3% | -346.8% | -87.9% |
| All | +35.9% | +433.5% | -397.6% | -78.5% |
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 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