+55.8%
VBR vs SPY
+75.5%
-19.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -2.7% | -2.0% | -0.7% | -0.9% |
| 30D | -3.8% | -1.7% | -2.1% | -2.3% |
| 3M | +2.9% | +4.7% | -1.8% | -1.5% |
| 6M | +10.5% | +12.5% | -2.0% | -1.3% |
| YTD | +14.6% | +11.7% | +2.9% | +3.0% |
| 1Y | +17.3% | +17.5% | -0.2% | +0.5% |
| All | +55.8% | +75.5% | -19.7% | -11.8% |
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