+46.9%
VVV vs SPY
+312.8%
-266.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -3.9% | -4.0% |
| 7D | -3.9% | +0.5% | -4.5% | -4.4% |
| 30D | -13.4% | -0.9% | -12.5% | -12.7% |
| 3M | -15.5% | +3.9% | -19.3% | -18.5% |
| 6M | -13.3% | +14.5% | -27.8% | -23.6% |
| YTD | +5.3% | +12.9% | -7.7% | -6.1% |
| 1Y | -23.5% | +19.4% | -42.8% | -35.3% |
| 3Y | -9.6% | +78.5% | -88.1% | -48.1% |
| 5Y | +0.1% | +81.8% | -81.7% | -43.9% |
| All | +46.9% | +312.8% | -266.0% | -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 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