+10.4%
VTES vs SPY
+101.5%
-91.1%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | -0.1% | +2.0% | -2.1% | -0.2% |
| 6M | -0.3% | +13.0% | -13.3% | -0.4% |
| YTD | +0.6% | +13.5% | -13.0% | +0.5% |
| 1Y | +1.5% | +20.0% | -18.5% | +1.4% |
| 3Y | +9.6% | +77.2% | -67.6% | +9.3% |
| All | +10.4% | +101.5% | -91.1% | +11.5% |
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