-59.9%
VRM vs SPY
+20.8%
-80.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.9% |
| 7D | +18.0% | +0.1% | +17.9% | +17.8% |
| 30D | +13.6% | +0.1% | +13.5% | +13.7% |
| 3M | +6.4% | +2.0% | +4.4% | +3.9% |
| 6M | -15.9% | +13.0% | -28.9% | -34.6% |
| YTD | -45.5% | +13.5% | -59.1% | -57.9% |
| 1Y | -59.9% | +20.0% | -79.9% | -74.6% |
| All | -59.9% | +20.8% | -80.8% | -74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling