+21.0%
VTOL vs SPY
+553.8%
-532.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +3.2% | +2.0% | +1.2% | +0.4% |
| 6M | -2.6% | +13.0% | -15.6% | -16.7% |
| YTD | +19.3% | +13.5% | +5.8% | +1.4% |
| 1Y | +17.0% | +20.0% | -3.0% | -7.3% |
| 3Y | +56.4% | +77.2% | -20.8% | -23.6% |
| 5Y | +25.6% | +81.9% | -56.3% | -40.6% |
| 10Y | +190.5% | +314.1% | -123.6% | -49.8% |
| All | +21.0% | +553.8% | -532.8% | -88.0% |
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