+43.4%
VTS vs SPY
+105.9%
-62.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.4% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +12.8% | -1.4% | +14.2% | +13.8% |
| 3M | +5.8% | +3.7% | +2.1% | +2.6% |
| 6M | -3.5% | +13.0% | -16.5% | -13.0% |
| YTD | -0.7% | +12.4% | -13.1% | -10.1% |
| 1Y | -21.5% | +18.5% | -40.0% | -32.3% |
| 3Y | -2.8% | +77.6% | -80.4% | -41.5% |
| All | +43.4% | +105.9% | -62.5% | -22.0% |
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