+493.7%
VOX vs SPY
+915.5%
-421.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +3.6% | +2.6% | +1.0% | +1.2% |
| 30D | -4.0% | -2.0% | -2.0% | -2.2% |
| 3M | -2.6% | -2.8% | +0.2% | -0.1% |
| 6M | -6.6% | +2.1% | -8.8% | -8.6% |
| YTD | -4.7% | +11.5% | -16.2% | -14.0% |
| 1Y | +2.1% | +13.5% | -11.4% | -9.4% |
| 3Y | +73.4% | +77.7% | -4.2% | +1.5% |
| 5Y | +34.6% | +72.6% | -38.1% | -18.2% |
| 10Y | +135.6% | +308.2% | -172.6% | -33.5% |
| All | +493.7% | +915.5% | -421.8% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling