+0.8%
VNOPN vs SPY
+125.4%
-124.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | -1.9% | -1.1% | -0.9% | -1.5% |
| 3M | -2.1% | +3.9% | -5.9% | -3.7% |
| 6M | +5.0% | +13.6% | -8.6% | -0.8% |
| YTD | +3.4% | +12.7% | -9.3% | -2.1% |
| 1Y | -5.4% | +17.5% | -22.9% | -12.2% |
| 3Y | +44.9% | +76.9% | -32.0% | +9.9% |
| 5Y | -11.1% | +83.6% | -94.7% | -34.8% |
| All | +0.8% | +125.4% | -124.7% | -30.7% |
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