-95.2%
VNCE vs SPY
+421.4%
-516.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.4% |
| 7D | +7.8% | +2.6% | +5.2% | +4.4% |
| 30D | +15.3% | -2.0% | +17.2% | +18.3% |
| 3M | +122.6% | -2.8% | +125.4% | +131.4% |
| 6M | +223.9% | +2.1% | +221.8% | +214.3% |
| YTD | +235.0% | +11.5% | +223.6% | +192.2% |
| 1Y | +406.3% | +13.5% | +392.8% | +331.2% |
| 3Y | +1,088.7% | +77.7% | +1,011.0% | +456.4% |
| 5Y | +30.3% | +72.6% | -42.3% | -40.2% |
| 10Y | -72.9% | +308.2% | -381.1% | -96.7% |
| All | -95.2% | +421.4% | -516.7% | -99.5% |
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