+441.6%
VTN vs SPY
+2,954.7%
-2,513.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +2.9% | -2.7% | +5.6% | +3.3% |
| 30D | +11.5% | -5.4% | +16.8% | +12.3% |
| 3M | -6.6% | -4.1% | -2.5% | -6.1% |
| 6M | -4.4% | +0.7% | -5.1% | -4.5% |
| YTD | -4.7% | +8.7% | -13.4% | -5.9% |
| 1Y | +0.6% | +10.9% | -10.3% | -1.0% |
| 3Y | +39.0% | +75.0% | -36.0% | +27.9% |
| 5Y | +0.2% | +67.8% | -67.6% | -7.7% |
| 10Y | +25.4% | +312.9% | -287.4% | +1.8% |
| All | +441.6% | +2,954.7% | -2,513.2% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling