-100.0%
VVOS vs SPY
+118.5%
-218.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.1% | -9.0% |
| 7D | -17.5% | -2.7% | -14.8% | -15.3% |
| 30D | -37.7% | -5.4% | -32.4% | -34.3% |
| 3M | -70.8% | -4.1% | -66.7% | -69.5% |
| 6M | -86.9% | +0.7% | -87.7% | -86.9% |
| YTD | -95.4% | +8.7% | -104.0% | -95.7% |
| 1Y | -95.9% | +10.9% | -106.8% | -96.3% |
| 3Y | -97.4% | +75.0% | -172.3% | -98.4% |
| 5Y | -99.9% | +67.8% | -167.7% | -99.9% |
| All | -100.0% | +118.5% | -218.4% | -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 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