+30.6%
VNT vs SPY
+154.6%
-124.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +3.3% | +2.6% | +0.7% | +0.7% |
| 30D | +34.6% | -2.0% | +36.6% | +36.8% |
| 3M | +32.0% | -2.8% | +34.8% | +35.3% |
| 6M | +50.6% | +2.1% | +48.5% | +46.3% |
| YTD | +17.6% | +11.5% | +6.2% | +4.1% |
| 1Y | +20.7% | +13.5% | +7.2% | +4.8% |
| 3Y | +34.7% | +77.7% | -43.0% | -25.8% |
| 5Y | +32.0% | +72.6% | -40.6% | -27.4% |
| All | +30.6% | +154.6% | -124.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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