-88.3%
VRCA vs SPY
+77.0%
-165.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.4% |
| 7D | -7.4% | -0.8% | -6.6% | -6.9% |
| 30D | -3.5% | -1.1% | -2.5% | -2.8% |
| 3M | -18.5% | +3.9% | -22.4% | -20.6% |
| 6M | -21.6% | +13.6% | -35.2% | -27.3% |
| YTD | -40.9% | +12.7% | -53.6% | -45.0% |
| 1Y | -0.6% | +17.5% | -18.1% | -8.4% |
| 3Y | -88.3% | +76.9% | -165.2% | -91.4% |
| All | -88.3% | +77.0% | -165.3% | -91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling