-31.5%
VREX vs SPY
+292.3%
-323.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.5% |
| 30D | +49.0% | -0.9% | +49.9% | +50.4% |
| 3M | +79.7% | +3.9% | +75.8% | +72.1% |
| 6M | +60.4% | +14.5% | +45.8% | +38.3% |
| YTD | +58.7% | +12.9% | +45.8% | +39.3% |
| 1Y | +58.4% | +19.4% | +39.1% | +31.1% |
| 3Y | -3.1% | +78.5% | -81.6% | -44.7% |
| 5Y | -36.0% | +81.8% | -117.7% | -64.7% |
| All | -31.5% | +292.3% | -323.8% | -78.7% |
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