+210.6%
VC vs SPY
+786.3%
-575.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| 6M | +11.9% | +13.0% | -1.1% | -3.9% |
| YTD | +9.1% | +13.5% | -4.4% | -6.8% |
| 1Y | -17.0% | +20.0% | -37.0% | -34.0% |
| 3Y | -27.7% | +77.2% | -104.9% | -65.3% |
| 5Y | +1.4% | +81.9% | -80.5% | -52.1% |
| 10Y | +44.7% | +314.1% | -269.4% | -73.5% |
| All | +210.6% | +786.3% | -575.6% | -77.0% |
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