-100.0%
VVOS vs SPY
+123.6%
-223.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.2% |
| 7D | -11.3% | +0.1% | -11.4% | -11.3% |
| 30D | -35.7% | -3.3% | -32.4% | -33.5% |
| 3M | -70.4% | -2.4% | -68.0% | -69.6% |
| 6M | -85.6% | +2.6% | -88.2% | -85.8% |
| YTD | -95.3% | +11.2% | -106.5% | -95.7% |
| 1Y | -96.3% | +13.4% | -109.7% | -96.6% |
| 3Y | -96.7% | +79.9% | -176.6% | -98.1% |
| 5Y | -99.9% | +72.2% | -172.1% | -99.9% |
| All | -100.0% | +123.6% | -223.6% | -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