+391.9%
VKI vs SPY
+2,870.2%
-2,478.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | 0.0% | +2.0% | -2.0% | -0.5% |
| 6M | -3.6% | +13.0% | -16.6% | -6.1% |
| YTD | -0.2% | +13.5% | -13.7% | -2.9% |
| 1Y | +12.2% | +20.0% | -7.8% | +7.9% |
| 3Y | +31.7% | +77.2% | -45.5% | +16.1% |
| 5Y | -6.5% | +81.9% | -88.4% | -18.5% |
| 10Y | +19.7% | +314.1% | -294.4% | -13.1% |
| All | +391.9% | +2,870.2% | -2,478.3% | +94.8% |
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