-76.9%
VLN vs SPY
+88.4%
-165.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.2% |
| 30D | +1.2% | +0.1% | +1.1% | +1.3% |
| 3M | -47.1% | +2.0% | -49.1% | -47.0% |
| 6M | +18.7% | +13.0% | +5.7% | +8.5% |
| YTD | +20.4% | +13.5% | +6.9% | +10.2% |
| 1Y | -10.9% | +20.0% | -30.9% | -21.9% |
| 3Y | -32.7% | +77.2% | -109.9% | -57.2% |
| All | -76.9% | +88.4% | -165.3% | -80.0% |
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