+318.7%
SPYX vs VT
+221.5%
+97.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -2.3% | -2.3% | 0.0% | 0.0% |
| 30D | -5.3% | -5.0% | -0.3% | -0.4% |
| 3M | -4.2% | -4.9% | +0.7% | +0.7% |
| 6M | +0.9% | -1.5% | +2.4% | +2.4% |
| YTD | +8.1% | +8.5% | -0.4% | -0.5% |
| 1Y | +10.3% | +11.4% | -1.1% | -1.1% |
| 3Y | +75.3% | +70.1% | +5.2% | +3.5% |
| 5Y | +65.4% | +53.7% | +11.6% | +7.9% |
| 10Y | +315.9% | +220.0% | +96.0% | +41.3% |
| All | +318.7% | +221.5% | +97.2% | +44.5% |
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