+13.5%
VPLS vs SPY
+70.8%
-57.3%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.8% | -3.3% | +5.1% | +2.0% |
| 3M | -0.7% | -2.4% | +1.7% | -0.5% |
| 6M | -1.1% | +2.6% | -3.6% | -1.3% |
| YTD | -0.2% | +11.2% | -11.4% | -0.9% |
| 1Y | +0.3% | +13.4% | -13.1% | -0.6% |
| All | +13.5% | +70.8% | -57.3% | +7.0% |
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 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