+19.5%
VTS vs SPY
+103.8%
-84.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -1.1% |
| 7D | -14.0% | +0.1% | -14.1% | -14.3% |
| 30D | -14.2% | -3.3% | -10.9% | -12.6% |
| 3M | -3.9% | -2.4% | -1.4% | -2.8% |
| 6M | -12.5% | +2.6% | -15.0% | -15.0% |
| YTD | -17.2% | +11.2% | -28.5% | -24.9% |
| 1Y | -22.5% | +13.4% | -35.9% | -31.0% |
| 3Y | -10.2% | +79.9% | -90.1% | -46.9% |
| All | +19.5% | +103.8% | -84.3% | -34.8% |
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