+34.2%
SPYT vs VT
+46.0%
-11.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | 0.0% |
| 7D | -4.7% | -2.3% | -2.4% | -2.6% |
| 30D | -7.4% | -5.0% | -2.5% | -3.0% |
| 3M | -5.9% | -4.9% | -1.0% | -1.5% |
| 6M | -1.5% | -1.5% | +0.1% | -0.2% |
| YTD | +5.7% | +8.5% | -2.7% | -2.5% |
| 1Y | +7.2% | +11.4% | -4.2% | -3.7% |
| All | +34.2% | +46.0% | -11.8% | -7.0% |
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