-82.2%
VTEX vs SPY
+87.2%
-169.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | -0.3% | +2.6% | -2.8% | -3.8% |
| 30D | -2.7% | -2.0% | -0.7% | -0.4% |
| 3M | +3.7% | -2.8% | +6.5% | +7.1% |
| 6M | +15.5% | +2.1% | +13.4% | +10.7% |
| YTD | +5.1% | +11.5% | -6.4% | -11.6% |
| 1Y | +0.3% | +13.5% | -13.2% | -17.8% |
| 3Y | -38.5% | +77.7% | -116.2% | -74.7% |
| 5Y | -75.8% | +72.6% | -148.4% | -88.5% |
| All | -82.2% | +87.2% | -169.3% | -92.4% |
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