-49.6%
VRA vs SPY
+307.0%
-356.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +7.9% | +2.6% | +5.3% | +4.9% |
| 30D | +35.2% | -2.0% | +37.1% | +39.1% |
| 3M | +128.5% | -2.8% | +131.3% | +137.7% |
| 6M | +126.5% | +2.1% | +124.3% | +122.6% |
| YTD | +214.5% | +11.5% | +203.0% | +176.5% |
| 1Y | +188.3% | +13.5% | +174.8% | +148.0% |
| 3Y | +6.7% | +77.7% | -71.0% | -45.3% |
| 5Y | -29.7% | +72.6% | -102.3% | -62.4% |
| All | -49.6% | +307.0% | -356.6% | -85.8% |
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 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