-5.0%
VTOL vs SPY
+67.0%
-72.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.4% | -1.4% |
| 7D | -12.8% | -4.7% | -8.0% | -8.5% |
| 30D | -9.0% | -5.9% | -3.1% | -3.4% |
| 3M | -16.9% | -4.5% | -12.3% | -13.1% |
| 6M | -24.6% | +1.8% | -26.4% | -26.5% |
| YTD | +1.0% | +8.3% | -7.3% | -8.0% |
| 1Y | -4.5% | +9.3% | -13.9% | -13.9% |
| 3Y | +25.4% | +74.9% | -49.4% | -31.8% |
| 5Y | -5.0% | +67.3% | -72.3% | -45.1% |
| All | -5.0% | +67.0% | -72.0% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling