+68.8%
VLT vs SPY
+311.8%
-243.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | 0.0% | -2.4% | +2.4% | +1.1% |
| 3M | -8.3% | -1.2% | -7.1% | -7.9% |
| 6M | -9.6% | +3.3% | -12.9% | -11.1% |
| YTD | -12.1% | +12.3% | -24.4% | -17.1% |
| 1Y | -11.3% | +12.4% | -23.8% | -16.4% |
| 3Y | +25.1% | +78.8% | -53.7% | -7.2% |
| 5Y | +2.0% | +75.2% | -73.1% | -24.4% |
| 10Y | +68.8% | +311.1% | -242.3% | -19.5% |
| All | +68.8% | +311.8% | -243.0% | -19.5% |
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