-24.7%
VVV vs SPY
+18.1%
-42.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.6% |
| 7D | -4.6% | -0.8% | -3.9% | -4.1% |
| 30D | -8.3% | -1.1% | -7.2% | -7.6% |
| 3M | -19.2% | +3.9% | -23.1% | -21.2% |
| 6M | -12.0% | +13.6% | -25.6% | -20.4% |
| YTD | +5.1% | +12.7% | -7.5% | -4.6% |
| 1Y | -24.7% | +17.5% | -42.2% | -33.2% |
| All | -24.7% | +18.1% | -42.8% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling