-51.3%
VATE vs SPY
+75.1%
-126.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.4% |
| 7D | -4.5% | -2.7% | -1.8% | -0.9% |
| 30D | -27.9% | -5.4% | -22.6% | -22.2% |
| 3M | -29.0% | -4.1% | -24.9% | -24.4% |
| 6M | -57.6% | +0.7% | -58.3% | -57.9% |
| YTD | +16.4% | +8.7% | +7.7% | +4.8% |
| 1Y | -10.4% | +10.9% | -21.3% | -21.7% |
| 3Y | -51.3% | +75.0% | -126.3% | -75.9% |
| All | -51.3% | +75.1% | -126.4% | -75.9% |
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