+798.6%
VLY vs SPY
+3,040.6%
-2,242.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -0.4% | -2.0% | +1.6% | +1.5% |
| 30D | -6.2% | -1.7% | -4.6% | -4.8% |
| 3M | -1.4% | +4.7% | -6.2% | -5.7% |
| 6M | +16.7% | +12.5% | +4.2% | +4.4% |
| YTD | +20.6% | +11.7% | +8.9% | +8.5% |
| 1Y | +34.1% | +17.5% | +16.6% | +15.5% |
| 3Y | +74.6% | +76.6% | -2.0% | +4.7% |
| 5Y | +41.6% | +82.0% | -40.4% | -16.8% |
| 10Y | +119.4% | +317.1% | -197.8% | -35.7% |
| All | +798.6% | +3,040.6% | -2,242.0% | -5.4% |
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