-86.5%
VRA vs SPY
+759.3%
-845.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -4.0% | +0.1% | -4.1% | -4.0% |
| 3M | +0.9% | +2.0% | -1.1% | -1.1% |
| 6M | +25.5% | +13.0% | +12.5% | +8.8% |
| YTD | +38.4% | +13.5% | +24.9% | +19.6% |
| 1Y | +53.7% | +20.0% | +33.7% | +24.6% |
| 3Y | -53.7% | +77.2% | -130.9% | -75.3% |
| 5Y | -67.1% | +81.9% | -149.0% | -82.7% |
| 10Y | -79.6% | +314.1% | -393.6% | -95.2% |
| All | -86.5% | +759.3% | -845.9% | -98.6% |
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