-50.9%
VOR vs SPY
+80.4%
-131.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.8% |
| 7D | +10.6% | +0.1% | +10.5% | +10.4% |
| 30D | +12.5% | +0.1% | +12.4% | +12.4% |
| 3M | +74.9% | +2.0% | +72.9% | +71.1% |
| 6M | +66.4% | +13.0% | +53.4% | +43.6% |
| YTD | +91.5% | +13.5% | +78.0% | +63.5% |
| 1Y | -35.1% | +20.0% | -55.1% | -48.1% |
| All | -50.9% | +80.4% | -131.3% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling