-82.1%
VTEX vs SPY
+82.4%
-164.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.2% |
| 7D | -0.5% | -2.7% | +2.2% | +3.2% |
| 30D | +3.1% | -5.4% | +8.5% | +10.9% |
| 3M | -7.7% | -4.1% | -3.6% | -2.8% |
| 6M | +2.9% | +0.7% | +2.2% | +0.3% |
| YTD | +5.3% | +8.7% | -3.3% | -8.1% |
| 1Y | -8.3% | +10.9% | -19.2% | -22.4% |
| 3Y | -28.8% | +75.0% | -103.8% | -70.1% |
| 5Y | -77.4% | +67.8% | -145.1% | -88.8% |
| All | -82.1% | +82.4% | -164.6% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling