-77.2%
VLN vs SPY
+87.4%
-164.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.5% |
| 7D | -1.7% | +0.5% | -2.3% | -2.5% |
| 30D | -2.9% | -0.9% | -1.9% | -1.6% |
| 3M | -24.9% | +3.9% | -28.8% | -27.4% |
| 6M | +25.2% | +14.5% | +10.7% | +13.0% |
| YTD | +19.0% | +12.9% | +6.1% | +9.7% |
| 1Y | -13.3% | +19.4% | -32.7% | -23.5% |
| 3Y | -32.1% | +78.5% | -110.6% | -57.0% |
| All | -77.2% | +87.4% | -164.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling