-81.1%
VRA vs SPY
+318.9%
-400.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | -7.0% | -2.0% | -5.0% | -4.7% |
| 30D | -8.7% | -1.7% | -7.0% | -6.7% |
| 3M | -4.1% | +4.7% | -8.8% | -9.2% |
| 6M | +15.5% | +12.5% | +3.0% | 0.0% |
| YTD | +26.0% | +11.7% | +14.3% | +10.1% |
| 1Y | +33.8% | +17.5% | +16.3% | +9.8% |
| 3Y | -53.1% | +76.6% | -129.7% | -75.9% |
| 5Y | -70.9% | +82.0% | -153.0% | -85.4% |
| All | -81.1% | +318.9% | -400.0% | -95.5% |
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