+72.9%
VLU vs SPY
+67.4%
+5.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -1.6% | -2.7% | +1.1% | +0.6% |
| 30D | +0.2% | -5.4% | +5.6% | +4.7% |
| 3M | -1.2% | -4.1% | +2.9% | +2.1% |
| 6M | +4.9% | +0.7% | +4.2% | +4.0% |
| YTD | +16.7% | +8.7% | +8.1% | +8.5% |
| 1Y | +21.5% | +10.9% | +10.6% | +11.0% |
| 3Y | +76.8% | +75.0% | +1.8% | +9.4% |
| All | +72.9% | +67.4% | +5.5% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling