+513.6%
VIST vs SPY
+178.5%
+335.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -2.8% | +2.6% | -5.3% | -5.5% |
| 30D | -20.2% | -2.0% | -18.2% | -18.5% |
| 3M | -15.6% | -2.8% | -12.9% | -13.5% |
| 6M | -18.4% | +2.1% | -20.5% | -21.4% |
| YTD | +14.8% | +11.5% | +3.3% | -1.5% |
| 1Y | +17.4% | +13.5% | +4.0% | -1.5% |
| 3Y | +113.0% | +77.7% | +35.3% | +3.4% |
| 5Y | +827.6% | +72.6% | +755.0% | +362.7% |
| All | +513.6% | +178.5% | +335.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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