+496.3%
VLU vs SPY
+558.2%
-61.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | +0.5% |
| 30D | +0.2% | -5.4% | +5.6% | +4.5% |
| 3M | -1.2% | -4.1% | +2.9% | +1.9% |
| 6M | +4.9% | +0.7% | +4.2% | +4.1% |
| YTD | +16.7% | +8.7% | +8.1% | +9.1% |
| 1Y | +21.5% | +10.9% | +10.6% | +11.7% |
| 3Y | +76.8% | +75.0% | +1.8% | +13.8% |
| 5Y | +73.1% | +67.8% | +5.3% | +14.5% |
| 10Y | +268.5% | +312.9% | -44.3% | +49.6% |
| All | +496.3% | +558.2% | -61.9% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling