-99.9%
VRAX vs SPY
+104.6%
-204.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -7.1% |
| 7D | +1.7% | -0.8% | +2.5% | +2.3% |
| 30D | -4.0% | -1.1% | -2.9% | -3.1% |
| 3M | -41.3% | +3.9% | -45.2% | -43.2% |
| 6M | -47.4% | +13.6% | -61.0% | -53.4% |
| YTD | -69.1% | +12.7% | -81.8% | -72.4% |
| 1Y | -81.6% | +17.5% | -99.1% | -84.0% |
| 3Y | -97.1% | +76.9% | -174.0% | -98.1% |
| All | -99.9% | +104.6% | -204.5% | -99.9% |
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 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