-92.2%
VNCE vs SPY
+318.9%
-411.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.2% | -0.6% | -20.6% | -20.4% |
| 7D | -19.9% | -2.0% | -17.9% | -17.7% |
| 30D | -13.1% | -1.7% | -11.5% | -10.9% |
| 3M | +15.4% | +4.7% | +10.6% | +8.9% |
| 6M | +98.8% | +12.5% | +86.3% | +72.3% |
| YTD | +23.3% | +11.7% | +11.6% | +8.2% |
| 1Y | +203.0% | +17.5% | +185.5% | +151.2% |
| 3Y | +136.2% | +76.6% | +59.6% | +15.9% |
| 5Y | -35.1% | +82.0% | -117.1% | -71.3% |
| All | -92.2% | +318.9% | -411.1% | -99.0% |
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