+20.7%
VPX vs SPY
+15.1%
+5.6%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -2.2% |
| 7D | -4.3% | -0.7% | -3.6% | -3.6% |
| 30D | -6.7% | -1.0% | -5.6% | -5.6% |
| 3M | -4.5% | -0.3% | -4.1% | -4.1% |
| 6M | +10.5% | +7.3% | +3.2% | +2.5% |
| All | +20.7% | +15.1% | +5.6% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling