+124.6%
VTOL vs SPY
+312.9%
-188.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.6% |
| 7D | -10.9% | -2.7% | -8.2% | -8.1% |
| 30D | -6.4% | -5.4% | -1.0% | -0.3% |
| 3M | -16.7% | -4.1% | -12.6% | -12.7% |
| 6M | -12.8% | +0.7% | -13.5% | -14.1% |
| YTD | +3.0% | +8.7% | -5.6% | -7.8% |
| 1Y | -0.6% | +10.9% | -11.4% | -13.2% |
| 3Y | +32.2% | +75.0% | -42.8% | -34.3% |
| 5Y | -3.2% | +67.8% | -70.9% | -49.2% |
| All | +124.6% | +312.9% | -188.3% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling