+32.6%
VATE vs SPY
+19.4%
+13.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -2.2% | +0.5% | -2.8% | -2.5% |
| 30D | -41.9% | -0.9% | -41.0% | -41.6% |
| 3M | -63.2% | +3.9% | -67.1% | -63.6% |
| 6M | +47.1% | +14.5% | +32.5% | +38.9% |
| YTD | +55.5% | +12.9% | +42.6% | +47.5% |
| 1Y | +32.6% | +19.4% | +13.3% | +12.5% |
| All | +32.6% | +19.4% | +13.2% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling