+19.8%
VTS vs SPY
+103.0%
-83.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.8% |
| 30D | -14.0% | -3.7% | -10.3% | -12.2% |
| 3M | -5.8% | -2.7% | -3.0% | -4.5% |
| 6M | -12.3% | +2.2% | -14.5% | -14.6% |
| YTD | -17.1% | +10.8% | -27.9% | -24.6% |
| 1Y | -22.7% | +11.2% | -34.0% | -30.0% |
| 3Y | -11.4% | +76.5% | -87.9% | -46.8% |
| All | +19.8% | +103.0% | -83.3% | -34.6% |
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