+404.4%
VPV vs SPY
+2,958.4%
-2,554.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.5% |
| 30D | -2.3% | -2.0% | -0.3% | -2.1% |
| 3M | -3.4% | -2.8% | -0.6% | -3.1% |
| 6M | +0.6% | +2.1% | -1.6% | +0.3% |
| YTD | +8.9% | +11.5% | -2.6% | +7.3% |
| 1Y | +6.8% | +13.5% | -6.6% | +5.0% |
| 3Y | +43.4% | +77.7% | -34.3% | +32.6% |
| 5Y | +6.4% | +72.6% | -66.2% | -1.6% |
| 10Y | +50.0% | +308.2% | -258.1% | +24.4% |
| All | +404.4% | +2,958.4% | -2,554.0% | +184.6% |
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 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