-52.6%
VATE vs SPY
+80.4%
-133.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.6% | +0.1% | -1.6% | -1.4% |
| 3M | -56.6% | +2.0% | -58.6% | -57.8% |
| 6M | +51.5% | +13.0% | +38.5% | +30.0% |
| YTD | +64.6% | +13.5% | +51.1% | +40.1% |
| 1Y | +34.3% | +20.0% | +14.3% | +4.9% |
| All | -52.6% | +80.4% | -133.0% | -73.7% |
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 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