+31.8%
VISN vs SPY
+421.2%
-389.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.2% |
| 7D | -16.0% | -2.7% | -13.3% | -11.7% |
| 30D | -9.5% | -5.4% | -4.1% | -0.6% |
| 3M | -4.6% | -4.1% | -0.5% | +2.5% |
| 6M | -21.1% | +0.7% | -21.8% | -21.2% |
| YTD | +9.0% | +8.7% | +0.3% | -3.0% |
| 1Y | +21.1% | +10.9% | +10.2% | +5.0% |
| 3Y | +1,134.6% | +75.0% | +1,059.6% | +503.8% |
| 5Y | +93.1% | +67.8% | +25.3% | +4.4% |
| 10Y | -38.6% | +312.9% | -351.4% | -87.8% |
| All | +31.8% | +421.2% | -389.4% | -78.4% |
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