+208.3%
SPYV vs VT
+224.5%
-16.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | +0.7% | +1.0% | -0.3% | -0.2% |
| 3M | +3.8% | +2.4% | +1.4% | +1.3% |
| 6M | +8.2% | +12.0% | -3.8% | -2.9% |
| YTD | +12.6% | +15.3% | -2.8% | -1.7% |
| 1Y | +18.1% | +22.6% | -4.5% | -2.6% |
| 3Y | +54.6% | +74.7% | -20.1% | -9.0% |
| 5Y | +73.2% | +66.1% | +7.1% | +6.4% |
| All | +208.3% | +224.5% | -16.2% | +0.7% |
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