-100.0%
VVOS vs SPY
+125.0%
-224.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.8% |
| 7D | -6.8% | +3.3% | -10.1% | -9.5% |
| 30D | -32.4% | -2.7% | -29.7% | -30.5% |
| 3M | -66.4% | -1.7% | -64.7% | -65.7% |
| 6M | -86.8% | +3.1% | -89.9% | -87.1% |
| YTD | -95.3% | +11.9% | -107.2% | -95.7% |
| 1Y | -96.2% | +12.0% | -108.2% | -96.5% |
| 3Y | -96.5% | +78.2% | -174.7% | -97.9% |
| 5Y | -99.9% | +73.2% | -173.1% | -99.9% |
| All | -100.0% | +125.0% | -224.9% | -100.0% |
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 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