-81.3%
VNET vs SPY
+651.8%
-733.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.1% | +1.7% | +16.5% | +16.0% |
| 7D | -5.1% | -0.7% | -4.4% | -3.9% |
| 30D | -35.4% | -1.0% | -34.4% | -33.9% |
| 3M | -51.2% | -0.3% | -50.9% | -50.4% |
| 6M | -58.4% | +7.3% | -65.8% | -61.2% |
| YTD | -58.4% | +13.3% | -71.7% | -63.3% |
| 1Y | -62.1% | +14.8% | -76.9% | -67.1% |
| 3Y | -4.9% | +82.9% | -87.8% | -51.1% |
| 5Y | -78.4% | +75.6% | -154.0% | -88.0% |
| 10Y | -50.4% | +330.5% | -380.9% | -90.3% |
| All | -81.3% | +651.8% | -733.1% | -98.1% |
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 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