+70.7%
VLT vs SPY
+312.5%
-241.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | -2.1% | -1.4% | -0.7% | -1.5% |
| 3M | -3.5% | +3.7% | -7.2% | -5.3% |
| 6M | -1.6% | +13.0% | -14.6% | -7.3% |
| YTD | -5.9% | +12.4% | -18.3% | -11.2% |
| 1Y | -3.1% | +18.5% | -21.7% | -11.0% |
| 3Y | +31.0% | +77.6% | -46.7% | -2.6% |
| 5Y | +9.9% | +81.7% | -71.8% | -20.1% |
| 10Y | +70.7% | +319.7% | -249.0% | -21.7% |
| All | +70.7% | +312.5% | -241.8% | -21.7% |
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 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