+723.9%
VDC vs SPY
+903.9%
-180.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.4% |
| 7D | +0.4% | +0.1% | +0.4% | +0.3% |
| 30D | +9.5% | -3.3% | +12.9% | +11.5% |
| 3M | +7.8% | -2.4% | +10.2% | +9.1% |
| 6M | +8.9% | +2.6% | +6.3% | +6.6% |
| YTD | +19.3% | +11.2% | +8.1% | +11.1% |
| 1Y | +21.2% | +13.4% | +7.8% | +11.5% |
| 3Y | +46.9% | +79.9% | -33.0% | +0.5% |
| 5Y | +47.4% | +72.2% | -24.8% | +2.4% |
| 10Y | +137.2% | +307.3% | -170.1% | -4.7% |
| All | +723.9% | +903.9% | -180.0% | +87.6% |
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