-74.6%
VCX vs SPY
+12.4%
-87.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.4% | -5.6% | +3.5% |
| 7D | -18.4% | -4.7% | -13.7% | -5.1% |
| 30D | -34.2% | -5.9% | -28.3% | -20.3% |
| 3M | -41.3% | -4.5% | -36.7% | -32.2% |
| 6M | -85.9% | +1.8% | -87.7% | -87.0% |
| All | -74.6% | +12.4% | -87.0% | -83.3% |
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 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