-34.1%
VC vs SPY
+74.7%
-108.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +5.8% |
| 7D | +10.9% | -0.7% | +11.6% | +11.8% |
| 30D | -10.1% | -1.0% | -9.0% | -9.0% |
| 3M | -23.6% | -0.3% | -23.2% | -23.3% |
| 6M | -25.3% | +7.3% | -32.6% | -31.2% |
| YTD | -14.7% | +13.3% | -28.0% | -26.2% |
| 1Y | -22.9% | +14.8% | -37.6% | -34.2% |
| 3Y | -29.2% | +82.9% | -112.1% | -66.3% |
| All | -34.1% | +74.7% | -108.8% | -66.2% |
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