+418.3%
VPV vs SPY
+3,014.8%
-2,596.5%
-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% | +0.2% | -0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +2.8% | +0.1% | +2.8% | +2.8% |
| 3M | +0.6% | +2.0% | -1.4% | +0.3% |
| 6M | +7.9% | +13.0% | -5.2% | +6.1% |
| YTD | +11.9% | +13.5% | -1.6% | +10.0% |
| 1Y | +19.7% | +20.0% | -0.2% | +16.8% |
| 3Y | +42.4% | +77.2% | -34.8% | +31.7% |
| 5Y | +11.0% | +81.9% | -70.9% | +1.9% |
| 10Y | +40.3% | +314.1% | -273.7% | +16.2% |
| All | +418.3% | +3,014.8% | -2,596.5% | +191.8% |
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