+101.5%
SPYC vs VT
+120.1%
-18.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +0.4% | -0.8% | -0.8% |
| 30D | -2.3% | +1.0% | -3.3% | -3.3% |
| 3M | +1.3% | +2.4% | -1.0% | -1.1% |
| 6M | +11.8% | +12.0% | -0.2% | -1.0% |
| YTD | +9.7% | +15.3% | -5.7% | -6.0% |
| 1Y | +12.6% | +22.6% | -10.0% | -9.5% |
| 3Y | +63.6% | +74.7% | -11.0% | -7.2% |
| 5Y | +51.3% | +66.1% | -14.8% | -8.2% |
| All | +101.5% | +120.1% | -18.6% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling