-91.0%
VRRM vs SPY
+78.1%
-169.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -5.9% |
| 7D | -16.0% | +2.6% | -18.6% | -17.4% |
| 30D | -37.4% | -2.0% | -35.4% | -36.5% |
| 3M | -61.7% | -2.8% | -59.0% | -61.0% |
| 6M | -86.3% | +2.1% | -88.4% | -86.5% |
| YTD | -91.8% | +11.5% | -103.3% | -92.4% |
| 1Y | -91.9% | +13.5% | -105.3% | -92.6% |
| 3Y | -91.0% | +77.7% | -168.7% | -94.0% |
| All | -91.0% | +78.1% | -169.1% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling