-90.4%
VRRM vs SPY
+9.9%
-100.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | -21.8% | -2.7% | -19.1% | -20.7% |
| 30D | -25.0% | -5.4% | -19.6% | -23.3% |
| 3M | -57.2% | -4.1% | -53.1% | -56.3% |
| 6M | -84.7% | +0.7% | -85.4% | -84.5% |
| YTD | -90.2% | +8.7% | -98.9% | -90.6% |
| 1Y | -90.4% | +10.9% | -101.3% | -91.0% |
| All | -90.4% | +9.9% | -100.3% | -91.0% |
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 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