+61.0%
VIV vs SPY
+318.9%
-257.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +0.3% | -2.0% | +2.2% | +1.5% |
| 30D | +2.8% | -1.7% | +4.4% | +3.8% |
| 3M | -6.1% | +4.7% | -10.8% | -8.8% |
| 6M | -22.6% | +12.5% | -35.1% | -28.1% |
| YTD | +6.4% | +11.7% | -5.3% | -0.8% |
| 1Y | +3.1% | +17.5% | -14.4% | -6.8% |
| 3Y | +68.4% | +76.6% | -8.1% | +15.7% |
| 5Y | +102.7% | +82.0% | +20.7% | +34.2% |
| All | +61.0% | +318.9% | -257.8% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling