+22.8%
VCV vs SPY
+313.4%
-290.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -2.7% | +0.1% | -2.8% | -2.7% |
| 3M | -2.4% | +2.0% | -4.4% | -2.9% |
| 6M | -5.1% | +13.0% | -18.1% | -8.0% |
| YTD | -3.6% | +13.5% | -17.1% | -6.7% |
| 1Y | +7.4% | +20.0% | -12.6% | +2.4% |
| 3Y | +34.1% | +77.2% | -43.1% | +14.6% |
| 5Y | -1.7% | +81.9% | -83.5% | -17.2% |
| All | +22.8% | +313.4% | -290.7% | -17.3% |
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