+91.4%
SPYC vs VT
+112.5%
-21.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +3.3% | +2.9% | +0.4% | +0.2% |
| 30D | -4.7% | -2.5% | -2.2% | -2.0% |
| 3M | -6.6% | -3.3% | -3.3% | -3.0% |
| 6M | -1.0% | +1.5% | -2.5% | -2.4% |
| YTD | +4.2% | +11.4% | -7.2% | -7.2% |
| 1Y | +1.8% | +11.9% | -10.1% | -9.7% |
| 3Y | +60.0% | +73.9% | -13.9% | -8.4% |
| 5Y | +38.9% | +57.9% | -19.0% | -11.0% |
| All | +91.4% | +112.5% | -21.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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