+41.9%
VTS vs SPY
+106.9%
-65.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.8% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | +14.1% | -0.9% | +15.1% | +14.8% |
| 3M | +3.8% | +3.9% | -0.1% | +0.5% |
| 6M | -3.2% | +14.5% | -17.7% | -13.6% |
| YTD | -1.8% | +12.9% | -14.7% | -11.3% |
| 1Y | -22.5% | +19.4% | -41.9% | -33.6% |
| 3Y | -3.8% | +78.5% | -82.3% | -42.3% |
| All | +41.9% | +106.9% | -65.0% | -23.1% |
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