+10.9%
SPY vs VST
-31.4%
+42.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.6% | -10.2% | -0.6% |
| 7D | -2.7% | -9.8% | +7.1% | -2.0% |
| 30D | -5.4% | -25.1% | +19.7% | -3.1% |
| 3M | -4.1% | -11.6% | +7.5% | -3.5% |
| 6M | +0.7% | -20.9% | +21.6% | +2.0% |
| YTD | +8.7% | -22.3% | +31.0% | +9.7% |
| 1Y | +10.9% | -32.0% | +42.9% | +13.3% |
| All | +10.9% | -31.4% | +42.2% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling