+1,464.4%
VOD vs SPY
+3,091.8%
-1,627.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +10.4% | +0.1% | +10.3% | +10.3% |
| 3M | +14.0% | +2.0% | +12.0% | +11.6% |
| 6M | +14.5% | +13.0% | +1.5% | +2.2% |
| YTD | +30.3% | +13.5% | +16.8% | +15.9% |
| 1Y | +49.7% | +20.0% | +29.7% | +26.4% |
| 3Y | +120.8% | +77.2% | +43.6% | +27.1% |
| 5Y | +41.5% | +81.9% | -40.4% | -22.2% |
| 10Y | +4.3% | +314.1% | -309.8% | -74.2% |
| All | +1,464.4% | +3,091.8% | -1,627.3% | -35.6% |
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