+34.3%
VPC vs SPY
+218.6%
-184.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.7% | +0.5% | -1.3% | -1.1% |
| 30D | -0.8% | -0.9% | +0.2% | -0.2% |
| 3M | +3.7% | +3.9% | -0.2% | +1.0% |
| 6M | +7.3% | +14.5% | -7.3% | -2.1% |
| YTD | -6.5% | +12.9% | -19.4% | -13.8% |
| 1Y | -12.8% | +19.4% | -32.2% | -22.7% |
| 3Y | +2.6% | +78.5% | -75.9% | -31.9% |
| 5Y | +5.5% | +81.8% | -76.3% | -31.9% |
| All | +34.3% | +218.6% | -184.3% | -45.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling