+81.0%
VRP vs SPY
+381.3%
-300.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.5% | -2.7% | +3.2% | +1.3% |
| 30D | +0.5% | -5.4% | +5.9% | +2.2% |
| 3M | -0.8% | -4.1% | +3.3% | +0.4% |
| 6M | -0.3% | +0.7% | -1.0% | -0.7% |
| YTD | +1.5% | +8.7% | -7.2% | -1.4% |
| 1Y | +2.2% | +10.9% | -8.7% | -1.4% |
| 3Y | +27.2% | +75.0% | -47.8% | +4.5% |
| 5Y | +21.2% | +67.8% | -46.6% | +0.1% |
| 10Y | +58.5% | +312.9% | -254.4% | -0.2% |
| All | +81.0% | +381.3% | -300.3% | +13.0% |
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