-18.8%
VIR vs SPY
+186.6%
-205.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +25.0% | +0.1% | +24.9% | +24.9% |
| 3M | +24.4% | +2.0% | +22.4% | +22.6% |
| 6M | +19.1% | +13.0% | +6.1% | +9.3% |
| YTD | +88.8% | +13.5% | +75.3% | +73.2% |
| 1Y | +121.5% | +20.0% | +101.5% | +96.6% |
| 3Y | -9.0% | +77.2% | -86.2% | -33.6% |
| 5Y | -76.7% | +81.9% | -158.6% | -83.7% |
| All | -18.8% | +186.6% | -205.4% | -78.1% |
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 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