+377.4%
VT vs SPY
+720.0%
-342.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | +2.4% | +2.0% | +0.4% | +0.4% |
| 6M | +12.0% | +13.0% | -1.0% | -0.6% |
| YTD | +15.3% | +13.5% | +1.8% | +1.9% |
| 1Y | +22.6% | +20.0% | +2.6% | +2.5% |
| 3Y | +74.7% | +77.2% | -2.5% | -1.4% |
| 5Y | +66.1% | +81.9% | -15.7% | -9.1% |
| 10Y | +225.0% | +314.1% | -89.1% | -23.8% |
| All | +377.4% | +720.0% | -342.5% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling