+245.9%
VVX vs SPY
+371.7%
-125.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.9% |
| 7D | -3.8% | +0.5% | -4.4% | -4.3% |
| 30D | -11.7% | -0.9% | -10.8% | -11.0% |
| 3M | -12.0% | +3.9% | -15.9% | -15.3% |
| 6M | +2.2% | +14.5% | -12.3% | -9.9% |
| YTD | +36.6% | +12.9% | +23.7% | +21.9% |
| 1Y | +33.2% | +19.4% | +13.8% | +13.3% |
| 3Y | +56.1% | +78.5% | -22.3% | -7.0% |
| 5Y | +50.4% | +81.8% | -31.3% | -13.1% |
| 10Y | +172.3% | +311.5% | -139.2% | -26.7% |
| All | +245.9% | +371.7% | -125.8% | -15.0% |
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