+53.4%
VT vs SPY
+67.4%
-14.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -2.3% | -2.7% | +0.4% | +0.2% |
| 30D | -5.0% | -5.4% | +0.4% | 0.0% |
| 3M | -4.9% | -4.1% | -0.8% | -1.2% |
| 6M | -1.5% | +0.7% | -2.2% | -2.1% |
| YTD | +8.5% | +8.7% | -0.2% | +0.7% |
| 1Y | +11.4% | +10.9% | +0.5% | +1.6% |
| 3Y | +70.1% | +75.0% | -4.9% | +2.0% |
| All | +53.4% | +67.4% | -14.0% | -4.7% |
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