+39.1%
VPV vs SPY
+318.9%
-279.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.3% | -2.0% | -0.3% | -1.9% |
| 30D | -2.3% | -1.7% | -0.6% | -1.9% |
| 3M | -1.4% | +4.7% | -6.1% | -2.3% |
| 6M | +5.0% | +12.5% | -7.6% | +2.5% |
| YTD | +9.5% | +11.7% | -2.2% | +7.0% |
| 1Y | +14.6% | +17.5% | -2.8% | +10.9% |
| 3Y | +41.4% | +76.6% | -35.2% | +25.2% |
| 5Y | +8.9% | +82.0% | -73.2% | -4.8% |
| All | +39.1% | +318.9% | -279.8% | +7.6% |
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