-1.4%
VTC vs SPY
+71.5%
-72.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +1.7% | -3.3% | +5.1% | +2.2% |
| 3M | -0.7% | -2.4% | +1.7% | -0.4% |
| 6M | -1.5% | +2.6% | -4.0% | -1.9% |
| YTD | -0.8% | +11.2% | -12.0% | -2.5% |
| 1Y | -0.4% | +13.4% | -13.8% | -2.3% |
| 3Y | +17.9% | +79.9% | -62.0% | +6.9% |
| 5Y | -1.4% | +72.2% | -73.6% | -11.8% |
| All | -1.4% | +71.5% | -72.9% | -11.8% |
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