+132.4%
VPU vs SPY
+322.5%
-190.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.2% |
| 30D | -3.5% | -1.1% | -2.4% | -2.9% |
| 3M | -3.3% | +3.9% | -7.2% | -5.7% |
| 6M | -6.9% | +13.6% | -20.5% | -14.2% |
| YTD | +0.3% | +12.7% | -12.4% | -7.2% |
| 1Y | +2.1% | +17.5% | -15.4% | -8.1% |
| 3Y | +46.3% | +76.9% | -30.6% | -0.5% |
| 5Y | +43.4% | +83.6% | -40.2% | -6.4% |
| All | +132.4% | +322.5% | -190.1% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling