+62.5%
VPL vs SPY
+82.0%
-19.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +4.7% | +0.1% | +4.7% | +4.7% |
| 3M | +1.5% | +2.0% | -0.4% | +0.2% |
| 6M | +14.9% | +13.0% | +1.9% | +5.1% |
| YTD | +31.0% | +13.5% | +17.5% | +19.5% |
| 1Y | +42.0% | +20.0% | +22.0% | +24.4% |
| 3Y | +86.5% | +77.2% | +9.3% | +23.1% |
| All | +62.5% | +82.0% | -19.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling