+24.7%
VCV vs SPY
+312.9%
-288.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +3.8% | -2.7% | +6.5% | +4.5% |
| 30D | +10.1% | -5.4% | +15.5% | +11.6% |
| 3M | -7.3% | -4.1% | -3.3% | -6.4% |
| 6M | -6.2% | +0.7% | -6.9% | -6.4% |
| YTD | -8.2% | +8.7% | -16.8% | -10.2% |
| 1Y | -8.2% | +10.9% | -19.1% | -10.7% |
| 3Y | +38.0% | +75.0% | -36.9% | +18.3% |
| 5Y | -9.0% | +67.8% | -76.7% | -21.7% |
| All | +24.7% | +312.9% | -288.2% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling