+205.3%
VIST vs SPY
+78.7%
+126.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.1% |
| 30D | +15.0% | -0.9% | +16.0% | +15.7% |
| 3M | +2.6% | +3.9% | -1.3% | -1.1% |
| 6M | +21.2% | +14.5% | +6.7% | +6.2% |
| YTD | +55.9% | +12.9% | +43.0% | +38.7% |
| 1Y | +116.9% | +19.4% | +97.5% | +82.4% |
| 3Y | +205.3% | +78.5% | +126.8% | +85.8% |
| All | +205.3% | +78.7% | +126.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling