+33.0%
VTIP vs SPY
+543.7%
-510.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +0.3% |
| 7D | -0.2% | -4.7% | +4.5% | -0.1% |
| 30D | +0.7% | -5.9% | +6.7% | +0.9% |
| 3M | -1.8% | -4.5% | +2.8% | -1.6% |
| 6M | -1.8% | +1.8% | -3.6% | -1.9% |
| YTD | 0.0% | +8.3% | -8.3% | -0.2% |
| 1Y | +0.4% | +9.3% | -9.0% | +0.1% |
| 3Y | +12.8% | +74.9% | -62.0% | +10.7% |
| 5Y | +13.2% | +67.3% | -54.1% | +11.1% |
| 10Y | +32.4% | +311.6% | -279.2% | +27.4% |
| All | +33.0% | +543.7% | -510.7% | +27.3% |
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