-86.1%
VLN vs SPY
+71.5%
-157.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +6.8% |
| 7D | +5.4% | +0.1% | +5.3% | +5.7% |
| 30D | -9.8% | -3.3% | -6.5% | -5.1% |
| 3M | -10.3% | -2.4% | -7.9% | -6.5% |
| 6M | -44.1% | +2.6% | -46.6% | -43.3% |
| YTD | +9.9% | +11.2% | -1.4% | +4.0% |
| 1Y | -1.3% | +13.4% | -14.7% | -8.2% |
| 3Y | -26.4% | +79.9% | -106.3% | -53.8% |
| 5Y | -86.1% | +72.2% | -158.3% | -91.0% |
| All | -86.1% | +71.5% | -157.6% | -91.0% |
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 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