-42.2%
VOR vs SPY
+18.8%
-61.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -7.0% | -6.7% |
| 7D | -6.2% | -0.4% | -5.8% | -5.7% |
| 30D | -0.6% | -1.4% | +0.8% | +1.5% |
| 3M | +75.0% | +3.7% | +71.3% | +65.1% |
| 6M | +50.3% | +13.0% | +37.3% | +24.7% |
| YTD | +77.6% | +12.4% | +65.2% | +44.9% |
| 1Y | -42.2% | +18.5% | -60.7% | -49.3% |
| All | -42.2% | +18.8% | -61.0% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling