+12.2%
VTMX vs SPY
+79.3%
-67.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.3% |
| 7D | -3.0% | -0.4% | -2.6% | -2.7% |
| 30D | -2.2% | -1.4% | -0.8% | -1.4% |
| 3M | -0.1% | +3.7% | -3.8% | -2.6% |
| 6M | +3.3% | +13.0% | -9.7% | -4.8% |
| YTD | +11.1% | +12.4% | -1.2% | +2.8% |
| 1Y | +22.0% | +18.5% | +3.4% | +9.0% |
| 3Y | -0.7% | +77.6% | -78.3% | -42.6% |
| All | +12.2% | +79.3% | -67.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling