+843.5%
VIST vs SPY
+71.5%
+772.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.3% |
| 7D | -13.7% | +0.1% | -13.8% | -13.7% |
| 30D | -12.9% | -3.3% | -9.5% | -10.6% |
| 3M | -12.5% | -2.4% | -10.0% | -11.1% |
| 6M | -11.5% | +2.6% | -14.0% | -14.1% |
| YTD | +18.7% | +11.2% | +7.4% | +6.6% |
| 1Y | +20.0% | +13.4% | +6.7% | +5.9% |
| 3Y | +121.6% | +79.9% | +41.7% | +31.5% |
| 5Y | +843.5% | +72.2% | +771.3% | +492.0% |
| All | +843.5% | +71.5% | +772.0% | +492.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling