+108.4%
VTOL vs SPY
+315.0%
-206.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.5% |
| 7D | -7.2% | +0.1% | -7.2% | -7.3% |
| 30D | -5.9% | -3.3% | -2.6% | -2.3% |
| 3M | -16.1% | -2.4% | -13.7% | -14.0% |
| 6M | -9.1% | +2.6% | -11.7% | -12.4% |
| YTD | +5.4% | +11.2% | -5.8% | -8.2% |
| 1Y | +4.3% | +13.4% | -9.0% | -11.3% |
| 3Y | +46.9% | +79.9% | -33.0% | -29.2% |
| 5Y | 0.0% | +72.2% | -72.2% | -49.0% |
| 10Y | +108.4% | +307.3% | -198.9% | -57.9% |
| All | +108.4% | +315.0% | -206.6% | -57.9% |
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