-56.8%
VYX vs SPY
+322.5%
-379.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.1% | +4.6% |
| 7D | -6.5% | -0.8% | -5.7% | -5.2% |
| 30D | +5.0% | -1.1% | +6.1% | +7.0% |
| 3M | +20.1% | +3.9% | +16.2% | +12.9% |
| 6M | +22.5% | +13.6% | +8.9% | -0.1% |
| YTD | -16.2% | +12.7% | -28.9% | -30.5% |
| 1Y | -34.4% | +17.5% | -51.9% | -48.9% |
| 3Y | -49.5% | +76.9% | -126.4% | -79.5% |
| 5Y | -64.7% | +83.6% | -148.3% | -86.1% |
| All | -56.8% | +322.5% | -379.3% | -94.7% |
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