-56.1%
VATE vs SPY
+78.1%
-134.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.5% |
| 7D | -13.1% | +2.6% | -15.7% | -15.9% |
| 30D | -23.5% | -2.0% | -21.5% | -21.1% |
| 3M | -39.1% | -2.8% | -36.4% | -36.5% |
| 6M | -61.1% | +2.1% | -63.3% | -62.0% |
| YTD | +1.1% | +11.5% | -10.4% | -11.6% |
| 1Y | -18.4% | +13.5% | -31.9% | -30.4% |
| 3Y | -56.1% | +77.7% | -133.8% | -68.9% |
| All | -56.1% | +78.1% | -134.1% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling