-80.4%
VLN vs SPY
+85.0%
-165.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +2.1% | +2.6% | -0.5% | -1.2% |
| 30D | -9.9% | -2.0% | -8.0% | -7.2% |
| 3M | -25.3% | -2.8% | -22.5% | -22.0% |
| 6M | -50.8% | +2.1% | -53.0% | -50.2% |
| YTD | +2.1% | +11.5% | -9.4% | -3.7% |
| 1Y | -15.7% | +13.5% | -29.2% | -21.7% |
| 3Y | -30.0% | +77.7% | -107.7% | -54.8% |
| 5Y | -85.5% | +72.6% | -158.1% | -90.7% |
| All | -80.4% | +85.0% | -165.4% | -82.6% |
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