+2.4%
VTN vs SPY
+82.0%
-79.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -6.2% | +0.1% | -6.3% | -6.2% |
| 3M | -3.9% | +2.0% | -5.8% | -4.2% |
| 6M | -4.2% | +13.0% | -17.2% | -6.5% |
| YTD | -4.8% | +13.5% | -18.3% | -7.2% |
| 1Y | +10.8% | +20.0% | -9.2% | +6.9% |
| 3Y | +30.6% | +77.2% | -46.6% | +16.2% |
| All | +2.4% | +82.0% | -79.6% | -9.8% |
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