+407.9%
VCV vs SPY
+3,014.8%
-2,606.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 6M | -5.1% | +13.0% | -18.1% | -7.3% |
| YTD | -3.6% | +13.5% | -17.1% | -5.9% |
| 1Y | +7.4% | +20.0% | -12.6% | +3.7% |
| 3Y | +34.1% | +77.2% | -43.1% | +19.9% |
| 5Y | -1.7% | +81.9% | -83.5% | -12.9% |
| 10Y | +24.1% | +314.1% | -290.0% | -5.7% |
| All | +407.9% | +3,014.8% | -2,606.9% | +138.9% |
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