+53.5%
VISN vs SPY
+444.6%
-391.1%
-97.9%
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% | +1.1% |
| 7D | +5.6% | +0.1% | +5.5% | +5.4% |
| 30D | -9.1% | +0.1% | -9.1% | -9.1% |
| 3M | -9.5% | +2.0% | -11.5% | -12.0% |
| 6M | +31.0% | +13.0% | +18.0% | +8.7% |
| YTD | +26.9% | +13.5% | +13.4% | +4.9% |
| 1Y | +41.5% | +20.0% | +21.5% | +7.8% |
| 3Y | +557.3% | +77.2% | +480.1% | +210.4% |
| 5Y | +46.8% | +81.9% | -35.1% | -29.7% |
| 10Y | -23.0% | +314.1% | -337.0% | -85.2% |
| All | +53.5% | +444.6% | -391.1% | -76.6% |
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