+77.9%
VLYPO vs SPY
+210.1%
-132.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +1.0% | -1.1% | +2.1% | +1.4% |
| 3M | +2.3% | +3.9% | -1.6% | +0.7% |
| 6M | +3.5% | +13.6% | -10.1% | -1.7% |
| YTD | +2.6% | +12.7% | -10.1% | -2.3% |
| 1Y | +6.3% | +17.5% | -11.2% | -0.5% |
| 3Y | +35.7% | +76.9% | -41.2% | +5.8% |
| 5Y | +44.1% | +83.6% | -39.5% | +9.3% |
| All | +77.9% | +210.1% | -132.2% | +4.3% |
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