+1.4%
VC vs SPY
+82.0%
-80.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | -15.4% | +2.0% | -17.4% | -17.4% |
| 6M | +11.9% | +13.0% | -1.1% | -3.0% |
| YTD | +9.1% | +13.5% | -4.4% | -5.9% |
| 1Y | -17.0% | +20.0% | -37.0% | -33.1% |
| 3Y | -27.7% | +77.2% | -104.9% | -64.4% |
| All | +1.4% | +82.0% | -80.6% | -51.1% |
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 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