+8.7%
VLRS vs SPY
+21.3%
-12.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -1.4% |
| 7D | -3.6% | +0.3% | -3.9% | -4.1% |
| 30D | -20.0% | +0.2% | -20.2% | -20.2% |
| 3M | -16.3% | +2.8% | -19.0% | -20.1% |
| 6M | -13.0% | +14.3% | -27.2% | -31.4% |
| YTD | -25.2% | +14.0% | -39.2% | -40.8% |
| All | +8.7% | +21.3% | -12.6% | -18.9% |
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