-66.1%
VNET vs SPY
+653.2%
-719.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.1% |
| 7D | -2.7% | +0.1% | -2.9% | -2.9% |
| 30D | -11.9% | +0.1% | -11.9% | -11.8% |
| 3M | -34.4% | +2.0% | -36.4% | -35.6% |
| 6M | -37.9% | +13.0% | -50.9% | -46.0% |
| YTD | -24.7% | +13.5% | -38.2% | -34.5% |
| 1Y | -16.6% | +20.0% | -36.6% | -31.5% |
| 3Y | +76.0% | +77.2% | -1.2% | -6.8% |
| 5Y | -70.8% | +81.9% | -152.7% | -84.6% |
| 10Y | -32.0% | +314.1% | -346.1% | -86.3% |
| All | -66.1% | +653.2% | -719.4% | -96.6% |
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