-99.9%
VRAX vs SPY
+105.0%
-204.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +1.2% | +0.5% | +0.6% | +0.6% |
| 30D | -11.7% | -0.9% | -10.8% | -11.0% |
| 3M | -49.7% | +3.9% | -53.5% | -51.2% |
| 6M | -51.1% | +14.5% | -65.6% | -56.9% |
| YTD | -69.6% | +12.9% | -82.5% | -72.8% |
| 1Y | -81.6% | +19.4% | -100.9% | -84.1% |
| 3Y | -97.0% | +78.5% | -175.5% | -98.0% |
| All | -99.9% | +105.0% | -204.9% | -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 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