-97.8%
VTIX vs SPY
+9.3%
-107.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -4.2% |
| 7D | +1.7% | +0.1% | +1.6% | +0.7% |
| 30D | -49.4% | -3.3% | -46.1% | -45.4% |
| 3M | -69.2% | -2.4% | -66.8% | -67.2% |
| 6M | -86.6% | +2.6% | -89.2% | -86.9% |
| All | -97.8% | +9.3% | -107.1% | -97.7% |
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