+508.0%
VOX vs SPY
+923.8%
-415.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | -0.1% | -0.4% | +0.2% | +0.2% |
| 30D | -0.2% | -1.4% | +1.2% | +1.1% |
| 3M | +0.6% | +3.7% | -3.1% | -2.8% |
| 6M | -1.1% | +13.0% | -14.1% | -11.7% |
| YTD | -2.4% | +12.4% | -14.8% | -12.5% |
| 1Y | +1.3% | +18.5% | -17.2% | -13.6% |
| 3Y | +80.1% | +77.6% | +2.5% | +5.6% |
| 5Y | +32.9% | +81.7% | -48.8% | -22.8% |
| 10Y | +135.4% | +319.7% | -184.2% | -35.1% |
| All | +508.0% | +923.8% | -415.8% | -20.1% |
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 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