-77.4%
VIR vs SPY
+81.8%
-159.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | -3.9% | +0.5% | -4.4% | -4.6% |
| 30D | +26.8% | -0.9% | +27.7% | +28.4% |
| 3M | +32.3% | +3.9% | +28.4% | +25.2% |
| 6M | +17.1% | +14.5% | +2.5% | -2.3% |
| YTD | +85.4% | +12.9% | +72.5% | +58.2% |
| 1Y | +115.4% | +19.4% | +96.1% | +72.1% |
| 3Y | +1.6% | +78.5% | -76.8% | -49.1% |
| All | -77.4% | +81.8% | -159.3% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling