-8.8%
VKI vs SPY
+79.8%
-88.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -2.3% | -2.0% | -0.3% | -1.8% |
| 30D | -3.9% | -1.7% | -2.2% | -3.5% |
| 3M | -4.8% | +4.7% | -9.6% | -6.0% |
| 6M | -5.6% | +12.5% | -18.1% | -8.5% |
| YTD | -1.6% | +11.7% | -13.3% | -4.4% |
| 1Y | +6.8% | +17.5% | -10.7% | +2.4% |
| 3Y | +31.8% | +76.6% | -44.7% | +13.5% |
| 5Y | -8.8% | +82.0% | -90.8% | -22.4% |
| All | -8.8% | +79.8% | -88.6% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling