+57.6%
SPYC vs VT
+69.7%
-12.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | -3.0% | -2.3% | -0.7% | -0.1% |
| 30D | -7.7% | -5.0% | -2.7% | -1.5% |
| 3M | -8.6% | -4.9% | -3.7% | -2.5% |
| 6M | -3.1% | -1.5% | -1.6% | -1.1% |
| YTD | +1.4% | +8.5% | -7.1% | -9.0% |
| 1Y | +1.4% | +11.4% | -10.0% | -12.1% |
| 3Y | +57.6% | +70.1% | -12.5% | -18.2% |
| All | +57.6% | +69.7% | -12.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling