+46.7%
VVV vs SPY
+311.9%
-265.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.4% |
| 7D | -4.6% | -0.8% | -3.9% | -3.9% |
| 30D | -8.3% | -1.1% | -7.2% | -7.4% |
| 3M | -19.2% | +3.9% | -23.1% | -22.1% |
| 6M | -12.0% | +13.6% | -25.6% | -21.9% |
| YTD | +5.1% | +12.7% | -7.5% | -6.0% |
| 1Y | -24.7% | +17.5% | -42.2% | -35.3% |
| 3Y | -8.3% | +76.9% | -85.2% | -46.9% |
| 5Y | +0.1% | +83.6% | -83.5% | -44.5% |
| All | +46.7% | +311.9% | -265.3% | -58.8% |
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 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