-10.7%
VNT vs SPY
+81.0%
-91.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -1.8% | -0.4% | -1.5% | -1.4% |
| 30D | -6.9% | -1.4% | -5.5% | -5.4% |
| 3M | +10.6% | +3.7% | +6.9% | +6.1% |
| 6M | -17.3% | +13.0% | -30.3% | -28.1% |
| YTD | -14.1% | +12.4% | -26.5% | -24.9% |
| 1Y | -25.0% | +18.5% | -43.5% | -38.1% |
| 3Y | +6.7% | +77.6% | -71.0% | -43.7% |
| 5Y | -10.7% | +81.7% | -92.4% | -55.2% |
| All | -10.7% | +81.0% | -91.7% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling