+134.5%
VC vs SPY
+745.6%
-611.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | +2.0% |
| 7D | +5.8% | -4.7% | +10.5% | +12.3% |
| 30D | -13.2% | -5.9% | -7.3% | -6.5% |
| 3M | -25.5% | -4.5% | -20.9% | -21.2% |
| 6M | -29.2% | +1.8% | -31.0% | -30.9% |
| YTD | -17.6% | +8.3% | -26.0% | -25.6% |
| 1Y | -26.2% | +9.3% | -35.5% | -34.0% |
| 3Y | -31.7% | +74.9% | -106.5% | -66.7% |
| 5Y | -36.4% | +67.3% | -103.7% | -66.7% |
| 10Y | +14.5% | +311.6% | -297.1% | -78.8% |
| All | +134.5% | +745.6% | -611.1% | -81.7% |
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