-92.7%
VTVT vs SPY
+336.2%
-428.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.3% |
| 7D | -4.1% | -0.8% | -3.4% | -3.5% |
| 30D | +0.6% | -1.1% | +1.7% | +1.4% |
| 3M | +1.2% | +3.9% | -2.7% | -2.0% |
| 6M | -8.9% | +13.6% | -22.5% | -17.6% |
| YTD | -20.1% | +12.7% | -32.7% | -27.1% |
| 1Y | +59.4% | +17.5% | +41.9% | +40.4% |
| 3Y | +65.1% | +76.9% | -11.8% | +6.1% |
| 5Y | -55.6% | +83.6% | -139.2% | -72.2% |
| 10Y | -87.3% | +320.7% | -408.0% | -96.2% |
| All | -92.7% | +336.2% | -428.9% | -97.9% |
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