+694.9%
VBR vs SPY
+919.1%
-224.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +0.4% | +0.5% | -0.1% | -0.2% |
| 30D | -2.1% | -0.9% | -1.2% | -1.1% |
| 3M | +4.7% | +3.9% | +0.8% | +0.2% |
| 6M | +12.2% | +14.5% | -2.3% | -3.5% |
| YTD | +16.7% | +12.9% | +3.8% | +1.8% |
| 1Y | +18.5% | +19.4% | -0.9% | -2.8% |
| 3Y | +58.6% | +78.5% | -19.9% | -16.8% |
| 5Y | +57.8% | +81.8% | -23.9% | -19.3% |
| 10Y | +167.7% | +311.5% | -143.8% | -44.8% |
| All | +694.9% | +919.1% | -224.2% | -39.1% |
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