+9.4%
VCRB vs SPY
+65.9%
-56.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.8% |
| 30D | -0.9% | -1.7% | +0.7% | -0.8% |
| 3M | -1.2% | +4.7% | -5.9% | -1.4% |
| 6M | -1.8% | +12.5% | -14.3% | -2.3% |
| YTD | -0.9% | +11.7% | -12.7% | -1.4% |
| 1Y | -0.1% | +17.5% | -17.6% | -0.8% |
| All | +9.4% | +65.9% | -56.4% | +5.9% |
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