+375.2%
VCV vs SPY
+2,871.7%
-2,496.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.4% |
| 7D | +2.1% | -4.7% | +6.8% | +2.9% |
| 30D | +6.2% | -5.9% | +12.2% | +7.4% |
| 3M | -9.0% | -4.5% | -4.4% | -8.2% |
| 6M | -7.3% | +1.8% | -9.1% | -7.7% |
| YTD | -9.8% | +8.3% | -18.1% | -11.2% |
| 1Y | -9.8% | +9.3% | -19.1% | -11.3% |
| 3Y | +34.5% | +74.9% | -40.3% | +20.6% |
| 5Y | -10.6% | +67.3% | -77.8% | -19.6% |
| 10Y | +22.9% | +311.6% | -288.6% | -6.4% |
| All | +375.2% | +2,871.7% | -2,496.6% | +125.4% |
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