-78.1%
VRRM vs SPY
+263.6%
-341.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.9% |
| 7D | -21.8% | -2.7% | -19.1% | -19.7% |
| 30D | -25.0% | -5.4% | -19.6% | -20.7% |
| 3M | -57.2% | -4.1% | -53.1% | -55.4% |
| 6M | -84.7% | +0.7% | -85.4% | -84.9% |
| YTD | -90.2% | +8.7% | -98.9% | -91.1% |
| 1Y | -90.4% | +10.9% | -101.3% | -91.5% |
| 3Y | -88.8% | +75.0% | -163.8% | -93.9% |
| 5Y | -86.4% | +67.8% | -154.2% | -92.3% |
| All | -78.1% | +263.6% | -341.7% | -93.7% |
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