+75.0%
SPY vs VST
+264.2%
-189.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.6% | -10.2% | -1.0% |
| 7D | -2.7% | -9.8% | +7.1% | -1.7% |
| 30D | -5.4% | -25.1% | +19.7% | -2.2% |
| 3M | -4.1% | -11.6% | +7.5% | -3.2% |
| 6M | +0.7% | -20.9% | +21.6% | +2.8% |
| YTD | +8.7% | -22.3% | +31.0% | +10.4% |
| 1Y | +10.9% | -32.0% | +42.9% | +14.5% |
| 3Y | +75.0% | +262.4% | -187.4% | +40.8% |
| All | +75.0% | +264.2% | -189.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling