-80.7%
VLN vs SPY
+86.3%
-167.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.3% | -13.0% | -13.4% |
| 7D | -4.0% | -0.9% | -3.1% | -2.8% |
| 30D | -13.9% | -2.4% | -11.5% | -10.8% |
| 3M | -14.9% | -1.2% | -13.7% | -13.0% |
| 6M | -49.8% | +3.3% | -53.1% | -49.8% |
| YTD | +0.7% | +12.3% | -11.6% | -5.9% |
| 1Y | -20.6% | +12.4% | -33.0% | -25.8% |
| 3Y | -28.9% | +78.8% | -107.7% | -54.5% |
| 5Y | -84.5% | +75.2% | -159.7% | -90.0% |
| All | -80.7% | +86.3% | -167.0% | -83.0% |
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 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