-80.6%
VATE vs SPY
+81.8%
-162.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.8% |
| 7D | -2.2% | +0.5% | -2.8% | -2.8% |
| 30D | -41.9% | -0.9% | -41.0% | -41.2% |
| 3M | -63.2% | +3.9% | -67.1% | -64.9% |
| 6M | +47.1% | +14.5% | +32.5% | +24.0% |
| YTD | +55.5% | +12.9% | +42.6% | +33.3% |
| 1Y | +32.6% | +19.4% | +13.3% | +4.9% |
| 3Y | -52.2% | +78.5% | -130.6% | -76.3% |
| 5Y | -80.6% | +81.8% | -162.4% | -90.4% |
| All | -80.6% | +81.8% | -162.4% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling