-6.4%
VNT vs SPY
+155.2%
-161.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -5.3% | -2.0% | -3.3% | -3.3% |
| 30D | -8.2% | -1.7% | -6.6% | -6.6% |
| 3M | +10.5% | +4.7% | +5.7% | +5.1% |
| 6M | -17.7% | +12.5% | -30.2% | -27.5% |
| YTD | -15.7% | +11.7% | -27.5% | -25.2% |
| 1Y | -26.9% | +17.5% | -44.4% | -38.5% |
| 3Y | +4.7% | +76.6% | -71.9% | -41.6% |
| 5Y | -12.4% | +82.0% | -94.4% | -53.2% |
| All | -6.4% | +155.2% | -161.6% | -50.6% |
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