+455.9%
VIRC vs SPY
+3,091.8%
-2,635.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +7.9% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | +7.4% | +0.1% | +7.4% | +7.4% |
| 3M | +15.1% | +2.0% | +13.1% | +14.3% |
| 6M | +4.7% | +13.0% | -8.3% | +1.1% |
| YTD | +2.9% | +13.5% | -10.7% | -0.8% |
| 1Y | -23.7% | +20.0% | -43.6% | -27.5% |
| 3Y | +44.5% | +77.2% | -32.7% | +25.1% |
| 5Y | +80.1% | +81.9% | -1.8% | +54.2% |
| 10Y | +63.1% | +314.1% | -250.9% | +17.0% |
| All | +455.9% | +3,091.8% | -2,635.8% | +135.4% |
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