+34.3%
VOX vs SPY
+79.8%
-45.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | -0.9% | -2.0% | +1.1% | +1.2% |
| 30D | +1.2% | -1.7% | +2.9% | +3.0% |
| 3M | +1.8% | +4.7% | -2.9% | -3.1% |
| 6M | -0.5% | +12.5% | -13.0% | -12.4% |
| YTD | -2.0% | +11.7% | -13.7% | -13.1% |
| 1Y | +2.7% | +17.5% | -14.8% | -13.8% |
| 3Y | +80.8% | +76.6% | +4.2% | -4.0% |
| 5Y | +34.3% | +82.0% | -47.7% | -30.8% |
| All | +34.3% | +79.8% | -45.4% | -30.8% |
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 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