+20.4%
VTC vs SPY
+238.4%
-217.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +1.1% | -2.4% | +3.4% | +1.3% |
| 3M | -0.9% | -1.2% | +0.2% | -0.8% |
| 6M | -1.8% | +3.3% | -5.1% | -2.3% |
| YTD | -1.4% | +12.3% | -13.7% | -2.9% |
| 1Y | -1.3% | +12.4% | -13.8% | -2.9% |
| 3Y | +16.8% | +78.8% | -62.0% | +8.1% |
| 5Y | -0.9% | +75.2% | -76.0% | -8.6% |
| All | +20.4% | +238.4% | -217.9% | +6.2% |
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