-99.8%
VTAK vs SPY
+75.5%
-175.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | -15.0% | -2.0% | -13.0% | -13.9% |
| 30D | -41.4% | -1.7% | -39.7% | -40.7% |
| 3M | -84.5% | +4.7% | -89.3% | -85.0% |
| 6M | -90.1% | +12.5% | -102.6% | -91.0% |
| YTD | -90.7% | +11.7% | -102.4% | -91.4% |
| 1Y | -93.0% | +17.5% | -110.5% | -93.7% |
| All | -99.8% | +75.5% | -175.3% | -99.9% |
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