-85.3%
VTEX vs SPY
+82.0%
-167.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -18.0% | +0.1% | -18.0% | -18.1% |
| 3M | -3.2% | +2.0% | -5.2% | -6.4% |
| 6M | -0.6% | +13.0% | -13.6% | -17.3% |
| YTD | -4.0% | +13.5% | -17.5% | -20.8% |
| 1Y | -10.2% | +20.0% | -30.2% | -31.4% |
| 3Y | -40.3% | +77.2% | -117.5% | -75.1% |
| All | -85.3% | +82.0% | -167.3% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling