+212.9%
SPYV vs VT
+215.5%
-2.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -1.7% | -2.3% | +0.7% | +0.4% |
| 30D | +2.1% | -5.0% | +7.0% | +6.7% |
| 3M | +0.8% | -4.9% | +5.7% | +5.2% |
| 6M | +5.6% | -1.5% | +7.2% | +6.5% |
| YTD | +12.4% | +8.5% | +3.9% | +3.5% |
| 1Y | +15.8% | +11.4% | +4.4% | +4.0% |
| 3Y | +58.8% | +70.1% | -11.2% | -4.6% |
| 5Y | +68.4% | +53.7% | +14.7% | +10.9% |
| All | +212.9% | +215.5% | -2.6% | +6.9% |
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