-91.7%
VOR vs SPY
+82.0%
-173.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +71.3% |
| 6M | +66.4% | +13.0% | +53.4% | +44.1% |
| YTD | +91.5% | +13.5% | +78.0% | +64.1% |
| 1Y | -35.1% | +20.0% | -55.1% | -47.9% |
| 3Y | -53.1% | +77.2% | -130.3% | -76.1% |
| All | -91.7% | +82.0% | -173.7% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling