+316.0%
VPL vs SPY
+841.8%
-525.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 6M | +14.9% | +13.0% | +1.9% | +3.8% |
| YTD | +31.0% | +13.5% | +17.5% | +17.9% |
| 1Y | +42.0% | +20.0% | +22.0% | +21.7% |
| 3Y | +86.5% | +77.2% | +9.3% | +12.4% |
| 5Y | +63.0% | +81.9% | -18.9% | -5.5% |
| 10Y | +162.8% | +314.1% | -151.2% | -31.1% |
| All | +316.0% | +841.8% | -525.8% | -51.7% |
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