+27.2%
VTN vs SPY
+315.0%
-287.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | +4.1% | +0.1% | +4.1% | +4.1% |
| 30D | +9.7% | -3.3% | +13.0% | +10.4% |
| 3M | -8.0% | -2.4% | -5.6% | -7.6% |
| 6M | -4.7% | +2.6% | -7.3% | -5.3% |
| YTD | -4.7% | +11.2% | -16.0% | -6.9% |
| 1Y | +1.3% | +13.4% | -12.1% | -1.4% |
| 3Y | +34.7% | +79.9% | -45.1% | +18.4% |
| 5Y | +0.8% | +72.2% | -71.4% | -11.1% |
| 10Y | +27.2% | +307.3% | -280.1% | -8.0% |
| All | +27.2% | +315.0% | -287.8% | -8.0% |
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