+317.2%
SPY vs VST
+1,175.7%
-858.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | +0.1% | +8.9% | -8.8% | -1.6% |
| 30D | +0.1% | +6.2% | -6.2% | -1.2% |
| 3M | +2.0% | -2.7% | +4.7% | +2.1% |
| 6M | +13.0% | -8.4% | +21.4% | +13.7% |
| YTD | +13.5% | -7.2% | +20.7% | +13.3% |
| 1Y | +20.0% | -20.9% | +40.9% | +22.6% |
| 3Y | +77.2% | +384.0% | -306.8% | +7.7% |
| 5Y | +81.9% | +757.1% | -675.2% | -6.6% |
| All | +317.2% | +1,175.7% | -858.5% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling