+64.4%
VRP vs SPY
+307.0%
-242.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -0.6% | +2.6% | -3.2% | -1.5% |
| 30D | -0.1% | -2.0% | +1.9% | +0.6% |
| 3M | -1.3% | -2.8% | +1.5% | -0.4% |
| 6M | -1.0% | +2.1% | -3.1% | -1.9% |
| YTD | +0.8% | +11.5% | -10.6% | -3.2% |
| 1Y | +1.5% | +13.5% | -11.9% | -3.2% |
| 3Y | +25.7% | +77.7% | -52.0% | +0.2% |
| 5Y | +20.8% | +72.6% | -51.8% | -3.4% |
| All | +64.4% | +307.0% | -242.6% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling