+1,322.8%
VOD vs SPY
+3,034.0%
-1,711.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.3% | +2.6% | -3.9% | -3.6% |
| 30D | -0.9% | -2.0% | +1.1% | +0.7% |
| 3M | -5.2% | -2.8% | -2.5% | -3.1% |
| 6M | +0.9% | +2.1% | -1.2% | -1.6% |
| YTD | +18.5% | +11.5% | +7.0% | +6.8% |
| 1Y | +28.9% | +13.5% | +15.4% | +14.3% |
| 3Y | +96.4% | +77.7% | +18.7% | +12.5% |
| 5Y | +41.2% | +72.6% | -31.5% | -18.7% |
| 10Y | +11.9% | +308.2% | -296.3% | -72.1% |
| All | +1,322.8% | +3,034.0% | -1,711.2% | -40.7% |
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