+734.2%
VTHR vs SPY
+781.1%
-46.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +3.3% | +3.3% | 0.0% | +0.1% |
| 30D | -2.3% | -2.7% | +0.4% | +0.3% |
| 3M | -2.1% | -1.7% | -0.4% | -0.4% |
| 6M | +3.3% | +3.1% | +0.2% | +0.4% |
| YTD | +12.0% | +11.9% | +0.1% | +0.6% |
| 1Y | +12.1% | +12.0% | +0.2% | +0.7% |
| 3Y | +77.6% | +78.2% | -0.5% | +2.5% |
| 5Y | +65.4% | +73.2% | -7.8% | -1.9% |
| 10Y | +289.8% | +309.6% | -19.9% | +4.3% |
| All | +734.2% | +781.1% | -46.9% | +9.4% |
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