+10.6%
VPV vs SPY
+81.0%
-70.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -0.4% | -0.4% | -0.1% | -0.4% |
| 30D | -0.8% | -1.4% | +0.5% | -0.6% |
| 3M | +0.4% | +3.7% | -3.4% | -0.3% |
| 6M | +6.9% | +13.0% | -6.1% | +4.6% |
| YTD | +11.2% | +12.4% | -1.2% | +8.9% |
| 1Y | +17.0% | +18.5% | -1.5% | +13.5% |
| 3Y | +43.6% | +77.6% | -34.0% | +29.1% |
| 5Y | +10.6% | +81.7% | -71.0% | -1.7% |
| All | +10.6% | +81.0% | -70.3% | -1.7% |
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 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