+16.5%
VLRS vs SPY
+14.6%
+1.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +4.4% |
| 7D | +21.8% | -0.7% | +22.5% | +23.4% |
| 30D | +15.2% | -1.0% | +16.2% | +17.4% |
| 3M | -10.5% | -0.3% | -10.1% | -9.8% |
| 6M | +2.6% | +7.3% | -4.7% | -10.8% |
| YTD | -16.3% | +13.3% | -29.7% | -34.9% |
| 1Y | +16.5% | +14.8% | +1.7% | -11.7% |
| All | +16.5% | +14.6% | +1.8% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling