+50.3%
VVX vs SPY
+79.8%
-29.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.4% |
| 7D | -4.6% | -2.0% | -2.6% | -3.2% |
| 30D | -9.9% | -1.7% | -8.3% | -8.8% |
| 3M | -15.3% | +4.7% | -20.0% | -18.5% |
| 6M | +2.2% | +12.5% | -10.4% | -7.3% |
| YTD | +33.0% | +11.7% | +21.3% | +21.4% |
| 1Y | +32.0% | +17.5% | +14.6% | +16.0% |
| 3Y | +52.1% | +76.6% | -24.5% | -0.4% |
| 5Y | +50.3% | +82.0% | -31.7% | -5.4% |
| All | +50.3% | +79.8% | -29.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling