+298.9%
VLUE vs SPY
+318.9%
-20.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -1.5% | -2.0% | +0.5% | +0.5% |
| 30D | +1.6% | -1.7% | +3.2% | +3.3% |
| 3M | +5.8% | +4.7% | +1.0% | +1.1% |
| 6M | +38.9% | +12.5% | +26.4% | +23.9% |
| YTD | +48.1% | +11.7% | +36.4% | +33.0% |
| 1Y | +70.1% | +17.5% | +52.6% | +45.4% |
| 3Y | +130.1% | +76.6% | +53.5% | +29.3% |
| 5Y | +123.5% | +82.0% | +41.4% | +20.8% |
| All | +298.9% | +318.9% | -20.0% | -9.8% |
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