+11.9%
VTN vs SPY
+312.5%
-300.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | -9.6% | -1.4% | -8.2% | -9.3% |
| 3M | -6.7% | +3.7% | -10.4% | -7.4% |
| 6M | -5.7% | +13.0% | -18.7% | -8.1% |
| YTD | -6.5% | +12.4% | -18.9% | -8.8% |
| 1Y | +5.6% | +18.5% | -12.9% | +1.9% |
| 3Y | +30.4% | +77.6% | -47.2% | +15.0% |
| 5Y | +0.1% | +81.7% | -81.6% | -12.7% |
| 10Y | +11.9% | +319.7% | -307.7% | -16.2% |
| All | +11.9% | +312.5% | -300.6% | -16.2% |
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