+298.1%
SPY vs VST
+866.2%
-568.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.2% | +1.7% | -3.3% |
| 7D | -4.7% | -19.9% | +15.2% | -1.0% |
| 30D | -5.9% | -29.7% | +23.7% | 0.0% |
| 3M | -4.5% | -19.6% | +15.0% | -1.4% |
| 6M | +1.8% | -29.4% | +31.2% | +7.2% |
| YTD | +8.3% | -29.7% | +38.0% | +13.0% |
| 1Y | +9.3% | -40.0% | +49.4% | +17.5% |
| 3Y | +74.9% | +231.0% | -156.1% | +14.4% |
| 5Y | +67.3% | +500.1% | -432.8% | -8.0% |
| 10Y | +311.6% | +1,004.2% | -692.6% | +101.7% |
| All | +298.1% | +866.2% | -568.1% | +95.7% |
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