-98.9%
VATE vs SPY
+308.5%
-407.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -7.4% |
| 7D | -2.2% | +3.3% | -5.5% | -5.8% |
| 30D | -23.8% | -2.7% | -21.1% | -21.0% |
| 3M | -36.6% | -1.7% | -34.9% | -34.9% |
| 6M | -60.8% | +3.1% | -63.9% | -62.1% |
| YTD | +7.5% | +11.9% | -4.4% | -5.7% |
| 1Y | -11.2% | +12.0% | -23.1% | -22.3% |
| 3Y | -57.4% | +78.2% | -135.5% | -78.1% |
| 5Y | -89.5% | +73.2% | -162.7% | -94.4% |
| All | -98.9% | +308.5% | -407.4% | -99.8% |
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