-38.3%
VNO vs SPY
+318.9%
-357.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -5.9% | -2.0% | -4.0% | -3.7% |
| 30D | -11.4% | -1.7% | -9.8% | -9.7% |
| 3M | -10.2% | +4.7% | -14.9% | -15.1% |
| 6M | +29.6% | +12.5% | +17.1% | +12.8% |
| YTD | +3.3% | +11.7% | -8.4% | -9.3% |
| 1Y | -13.1% | +17.5% | -30.6% | -28.1% |
| 3Y | +43.3% | +76.6% | -33.3% | -23.8% |
| 5Y | -1.0% | +82.0% | -83.0% | -48.8% |
| All | -38.3% | +318.9% | -357.2% | -84.8% |
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 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