-48.5%
VLRS vs SPY
+307.0%
-355.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +0.8% | +2.6% | -1.8% | -2.8% |
| 30D | +34.5% | -2.0% | +36.5% | +38.1% |
| 3M | -0.4% | -2.8% | +2.4% | +3.8% |
| 6M | +9.8% | +2.1% | +7.6% | +7.1% |
| YTD | -10.0% | +11.5% | -21.5% | -21.8% |
| 1Y | +20.3% | +13.5% | +6.9% | +2.2% |
| 3Y | +32.7% | +77.7% | -45.0% | -42.0% |
| 5Y | -54.6% | +72.6% | -127.2% | -78.6% |
| All | -48.5% | +307.0% | -355.5% | -92.1% |
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