+472.0%
VLUE vs SPY
+521.4%
-49.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 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% | +1.2% |
| 6M | +38.8% | +13.0% | +25.8% | +23.4% |
| YTD | +51.5% | +13.5% | +37.9% | +34.2% |
| 1Y | +74.6% | +20.0% | +54.6% | +46.6% |
| 3Y | +132.3% | +77.2% | +55.2% | +31.7% |
| 5Y | +123.9% | +81.9% | +42.1% | +22.9% |
| 10Y | +306.4% | +314.1% | -7.7% | +0.5% |
| All | +472.0% | +521.4% | -49.4% | +8.5% |
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 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