+822.5%
VO vs SPY
+924.7%
-102.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | +2.9% | +2.0% | +1.0% | +0.7% |
| 6M | +9.3% | +13.0% | -3.7% | -4.0% |
| YTD | +14.2% | +13.5% | +0.6% | -0.2% |
| 1Y | +15.3% | +20.0% | -4.7% | -5.0% |
| 3Y | +56.2% | +77.2% | -20.9% | -15.3% |
| 5Y | +42.4% | +81.9% | -39.4% | -24.9% |
| 10Y | +194.7% | +314.1% | -119.3% | -35.3% |
| All | +822.5% | +924.7% | -102.2% | -20.4% |
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