+12.5%
VTMX vs SPY
+78.2%
-65.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -3.5% | -2.0% | -1.5% | -2.3% |
| 30D | -2.7% | -1.7% | -1.0% | -1.7% |
| 3M | +0.2% | +4.7% | -4.6% | -2.9% |
| 6M | +1.4% | +12.5% | -11.1% | -6.3% |
| YTD | +11.4% | +11.7% | -0.3% | +3.4% |
| 1Y | +21.5% | +17.5% | +4.1% | +9.2% |
| 3Y | -0.5% | +76.6% | -77.0% | -42.2% |
| All | +12.5% | +78.2% | -65.7% | -34.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling