+82.7%
VRP vs SPY
+402.8%
-320.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +0.3% | +2.0% | -1.7% | -0.4% |
| 6M | +1.4% | +13.0% | -11.6% | -2.6% |
| YTD | +2.5% | +13.5% | -11.1% | -1.7% |
| 1Y | +4.5% | +20.0% | -15.5% | -1.7% |
| 3Y | +28.3% | +77.2% | -48.9% | +5.1% |
| 5Y | +21.6% | +81.9% | -60.3% | -2.3% |
| 10Y | +58.2% | +314.1% | -255.8% | -1.3% |
| All | +82.7% | +402.8% | -320.1% | +12.6% |
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 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