+33.3%
VCV vs SPY
+307.0%
-273.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | +2.6% | -4.1% | -2.1% |
| 30D | +7.2% | -2.0% | +9.2% | +7.7% |
| 3M | -10.1% | -2.8% | -7.3% | -9.5% |
| 6M | -8.3% | +2.1% | -10.5% | -8.9% |
| YTD | -9.5% | +11.5% | -21.0% | -12.0% |
| 1Y | -9.6% | +13.5% | -23.1% | -12.6% |
| 3Y | +32.2% | +77.7% | -45.5% | +12.8% |
| 5Y | -11.8% | +72.6% | -84.4% | -24.7% |
| All | +33.3% | +307.0% | -273.7% | -8.0% |
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