+728.2%
VDC vs SPY
+913.4%
-185.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.2% |
| 30D | +8.9% | -2.4% | +11.2% | +10.2% |
| 3M | +9.0% | -1.2% | +10.1% | +9.5% |
| 6M | +10.7% | +3.3% | +7.4% | +8.0% |
| YTD | +19.9% | +12.3% | +7.6% | +11.1% |
| 1Y | +20.8% | +12.4% | +8.3% | +11.7% |
| 3Y | +46.8% | +78.8% | -32.0% | +0.9% |
| 5Y | +47.9% | +75.2% | -27.3% | +1.6% |
| 10Y | +145.1% | +311.1% | -166.0% | -2.0% |
| All | +728.2% | +913.4% | -185.2% | +87.5% |
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