+304.8%
SPY vs VST
+1,174.0%
-869.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | 0.0% |
| 7D | -0.6% | -6.0% | +5.4% | +0.2% |
| 30D | -3.7% | -18.8% | +15.1% | -0.4% |
| 3M | -2.7% | -8.0% | +5.3% | -2.1% |
| 6M | +2.2% | -10.9% | +13.1% | +2.9% |
| YTD | +10.8% | -18.3% | +29.2% | +12.3% |
| 1Y | +11.2% | -29.9% | +41.2% | +16.0% |
| 3Y | +76.5% | +290.3% | -213.8% | +11.1% |
| 5Y | +72.9% | +635.3% | -562.4% | -9.5% |
| 10Y | +304.8% | +1,162.4% | -857.5% | +92.2% |
| All | +304.8% | +1,174.0% | -869.2% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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