-77.3%
VLN vs SPY
+86.5%
-163.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.5% |
| 30D | +0.6% | -1.4% | +2.0% | +2.4% |
| 3M | -21.9% | +3.7% | -25.6% | -24.3% |
| 6M | +24.4% | +13.0% | +11.4% | +14.0% |
| YTD | +18.3% | +12.4% | +5.9% | +9.7% |
| 1Y | -13.8% | +18.5% | -32.4% | -23.4% |
| 3Y | -32.5% | +77.6% | -110.2% | -57.0% |
| All | -77.3% | +86.5% | -163.8% | -80.1% |
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 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