+189.9%
VVR vs SPY
+967.4%
-777.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | +1.0% | -2.7% | +3.7% | +2.1% |
| 30D | +2.1% | -5.4% | +7.5% | +4.2% |
| 3M | +0.9% | -4.1% | +5.0% | +2.5% |
| 6M | -0.1% | +0.7% | -0.8% | -0.6% |
| YTD | -1.3% | +8.7% | -10.0% | -4.7% |
| 1Y | -0.9% | +10.9% | -11.7% | -5.0% |
| 3Y | +5.9% | +75.0% | -69.1% | -15.6% |
| 5Y | +18.8% | +67.8% | -49.0% | -4.7% |
| 10Y | +71.6% | +312.9% | -241.3% | -2.6% |
| All | +189.9% | +967.4% | -777.5% | +17.7% |
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