+24.3%
VTS vs SPY
+104.2%
-80.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.3% | +2.6% | +1.7% | +2.7% |
| 30D | -11.6% | -2.0% | -9.6% | -10.8% |
| 3M | -2.5% | -2.8% | +0.3% | -1.2% |
| 6M | -10.6% | +2.1% | -12.7% | -12.9% |
| YTD | -13.9% | +11.5% | -25.4% | -22.0% |
| 1Y | -19.0% | +13.5% | -32.4% | -27.8% |
| 3Y | -8.4% | +77.7% | -86.1% | -45.3% |
| All | +24.3% | +104.2% | -80.0% | -32.3% |
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