+949.2%
VV vs SPY
+900.2%
+49.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.6% | -0.6% | 0.0% | 0.0% |
| 30D | -3.8% | -3.7% | -0.1% | -0.2% |
| 3M | -2.7% | -2.7% | 0.0% | 0.0% |
| 6M | +2.5% | +2.2% | +0.3% | +0.3% |
| YTD | +10.7% | +10.8% | -0.2% | 0.0% |
| 1Y | +10.9% | +11.2% | -0.3% | -0.2% |
| 3Y | +77.6% | +76.5% | +1.1% | +1.4% |
| 5Y | +70.5% | +72.9% | -2.5% | -0.6% |
| 10Y | +307.9% | +304.8% | +3.1% | +3.8% |
| All | +949.2% | +900.2% | +49.0% | +13.8% |
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