-98.1%
VATE vs SPY
+1,080.5%
-1,178.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.6% | +0.1% | -1.6% | -1.4% |
| 3M | -56.6% | +2.0% | -58.6% | -57.6% |
| 6M | +51.5% | +13.0% | +38.5% | +34.6% |
| YTD | +64.6% | +13.5% | +51.1% | +45.5% |
| 1Y | +34.3% | +20.0% | +14.3% | +11.9% |
| 3Y | -55.2% | +77.2% | -132.4% | -73.5% |
| 5Y | -79.5% | +81.9% | -161.4% | -88.0% |
| 10Y | -98.4% | +314.1% | -412.4% | -99.5% |
| All | -98.1% | +1,080.5% | -1,178.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling