+348.6%
VSS vs SPY
+1,104.0%
-755.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -2.0% | -2.7% | +0.7% | +0.4% |
| 30D | -6.1% | -5.4% | -0.7% | -1.3% |
| 3M | -7.5% | -4.1% | -3.4% | -4.0% |
| 6M | -9.7% | +0.7% | -10.4% | -10.2% |
| YTD | +2.0% | +8.7% | -6.7% | -5.2% |
| 1Y | +7.0% | +10.9% | -3.8% | -2.3% |
| 3Y | +50.8% | +75.0% | -24.2% | -10.4% |
| 5Y | +20.7% | +67.8% | -47.1% | -26.2% |
| 10Y | +102.8% | +312.9% | -210.0% | -50.6% |
| All | +348.6% | +1,104.0% | -755.4% | -66.5% |
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