-95.8%
VRCA vs SPY
+82.3%
-178.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.7% |
| 7D | -7.4% | -0.8% | -6.6% | -6.6% |
| 30D | -3.5% | -1.1% | -2.5% | -2.5% |
| 3M | -18.5% | +3.9% | -22.4% | -21.8% |
| 6M | -21.6% | +13.6% | -35.2% | -30.6% |
| YTD | -40.9% | +12.7% | -53.6% | -47.3% |
| 1Y | -0.6% | +17.5% | -18.1% | -13.9% |
| 3Y | -88.3% | +76.9% | -165.2% | -93.7% |
| All | -95.8% | +82.3% | -178.1% | -97.8% |
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