-37.6%
VC vs SPY
+67.4%
-104.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.7% |
| 7D | +3.2% | -2.7% | +5.9% | +6.5% |
| 30D | -13.1% | -5.4% | -7.7% | -7.4% |
| 3M | -26.4% | -4.1% | -22.3% | -22.9% |
| 6M | -33.0% | +0.7% | -33.7% | -33.6% |
| YTD | -19.6% | +8.7% | -28.2% | -27.0% |
| 1Y | -26.3% | +10.9% | -37.2% | -34.7% |
| 3Y | -33.7% | +75.0% | -108.7% | -66.8% |
| All | -37.6% | +67.4% | -104.9% | -66.5% |
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 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