+74.6%
VLUE vs SPY
+20.8%
+53.8%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.1% | +0.1% | +4.1% | +4.1% |
| 3M | +3.0% | +2.0% | +1.0% | +0.6% |
| 6M | +38.8% | +13.0% | +25.8% | +21.5% |
| YTD | +51.5% | +13.5% | +37.9% | +31.9% |
| 1Y | +74.6% | +20.0% | +54.6% | +45.5% |
| All | +74.6% | +20.8% | +53.8% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling