+22.7%
VOT vs SPY
+79.8%
-57.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -0.1% |
| 30D | -4.5% | -1.7% | -2.8% | -2.6% |
| 3M | +2.1% | +4.7% | -2.6% | -3.2% |
| 6M | +8.0% | +12.5% | -4.5% | -5.6% |
| YTD | +5.2% | +11.7% | -6.5% | -7.2% |
| 1Y | +1.5% | +17.5% | -16.0% | -15.6% |
| 3Y | +47.2% | +76.6% | -29.3% | -24.6% |
| 5Y | +22.7% | +82.0% | -59.4% | -38.1% |
| All | +22.7% | +79.8% | -57.1% | -38.1% |
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