+48.9%
VIRC vs SPY
+311.3%
-262.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.7% | -6.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -0.2% | -0.9% | +0.8% | +0.3% |
| 3M | +1.4% | +3.9% | -2.5% | -0.6% |
| 6M | -1.4% | +14.5% | -15.9% | -8.1% |
| YTD | -3.6% | +12.9% | -16.5% | -9.4% |
| 1Y | -24.1% | +19.4% | -43.4% | -30.6% |
| 3Y | +35.7% | +78.5% | -42.8% | +5.1% |
| 5Y | +70.6% | +81.8% | -11.1% | +30.1% |
| 10Y | +48.9% | +311.5% | -262.6% | -13.0% |
| All | +48.9% | +311.3% | -262.4% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling