-96.7%
VOR vs SPY
+112.5%
-209.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +10.9% | +0.5% | +10.3% | +10.1% |
| 30D | +6.0% | -0.9% | +7.0% | +7.3% |
| 3M | +88.9% | +3.9% | +85.0% | +80.4% |
| 6M | +66.0% | +14.5% | +51.5% | +41.4% |
| YTD | +91.9% | +12.9% | +79.0% | +65.4% |
| 1Y | -36.6% | +19.4% | -56.0% | -48.9% |
| 3Y | -50.0% | +78.5% | -128.5% | -75.0% |
| 5Y | -91.9% | +81.8% | -173.7% | -95.8% |
| All | -96.7% | +112.5% | -209.1% | -98.9% |
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