-36.2%
VCRE vs SPY
+1.0%
-37.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.6% |
| 7D | -0.4% | +2.6% | -3.0% | -1.3% |
| 30D | +14.1% | -2.0% | +16.1% | +13.2% |
| 3M | -15.8% | -2.8% | -13.0% | -14.7% |
| All | -36.2% | +1.0% | -37.2% | -40.1% |
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 · Available span rolling