-63.4%
VIR vs SPY
+74.0%
-137.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.3% | -7.2% |
| 7D | +10.0% | +3.3% | +6.7% | +5.4% |
| 30D | +14.2% | -2.7% | +16.9% | +19.4% |
| 3M | +35.3% | -1.7% | +37.0% | +39.7% |
| 6M | +28.9% | +3.1% | +25.9% | +24.3% |
| YTD | +101.0% | +11.9% | +89.1% | +74.1% |
| 1Y | +112.3% | +12.0% | +100.3% | +83.8% |
| 3Y | +37.9% | +78.2% | -40.3% | -32.6% |
| 5Y | -63.4% | +73.2% | -136.6% | -82.3% |
| All | -63.4% | +74.0% | -137.4% | -82.3% |
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 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