+67.6%
VLT vs SPY
+307.0%
-239.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.1% | +2.6% | -3.7% | -2.3% |
| 30D | +0.9% | -2.0% | +2.9% | +1.8% |
| 3M | -9.6% | -2.8% | -6.9% | -8.5% |
| 6M | -10.6% | +2.1% | -12.7% | -11.6% |
| YTD | -13.0% | +11.5% | -24.5% | -17.6% |
| 1Y | -11.7% | +13.5% | -25.2% | -17.2% |
| 3Y | +24.3% | +77.7% | -53.4% | -7.6% |
| 5Y | +1.0% | +72.6% | -71.7% | -24.6% |
| All | +67.6% | +307.0% | -239.4% | -19.7% |
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