-63.3%
VLRS vs SPY
+318.9%
-382.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.3% |
| 7D | -2.6% | -2.0% | -0.6% | +0.3% |
| 30D | -18.0% | -1.7% | -16.3% | -15.9% |
| 3M | -10.4% | +4.7% | -15.1% | -15.7% |
| 6M | -13.8% | +12.5% | -26.4% | -26.0% |
| YTD | -27.1% | +11.7% | -38.9% | -36.8% |
| 1Y | +4.4% | +17.5% | -13.1% | -15.6% |
| 3Y | -36.5% | +76.6% | -113.1% | -71.8% |
| 5Y | -68.7% | +82.0% | -150.8% | -86.4% |
| All | -63.3% | +318.9% | -382.1% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling