-71.1%
VRA vs SPY
+81.0%
-152.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.0% |
| 7D | -3.1% | -0.4% | -2.8% | -2.6% |
| 30D | -9.1% | -1.4% | -7.8% | -7.4% |
| 3M | -6.7% | +3.7% | -10.4% | -10.7% |
| 6M | +18.9% | +13.0% | +5.9% | +1.7% |
| YTD | +27.3% | +12.4% | +14.9% | +9.7% |
| 1Y | +33.9% | +18.5% | +15.4% | +7.6% |
| 3Y | -52.7% | +77.6% | -130.3% | -76.6% |
| 5Y | -71.1% | +81.7% | -152.8% | -86.2% |
| All | -71.1% | +81.0% | -152.1% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling