+1,593.3%
VIST vs SPY
+81.8%
+1,511.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.3% |
| 7D | +1.5% | +0.5% | +1.0% | +1.0% |
| 30D | +15.0% | -0.9% | +16.0% | +15.8% |
| 3M | +2.6% | +3.9% | -1.3% | -1.2% |
| 6M | +21.2% | +14.5% | +6.7% | +6.3% |
| YTD | +55.9% | +12.9% | +43.0% | +38.6% |
| 1Y | +116.9% | +19.4% | +97.5% | +83.4% |
| 3Y | +205.3% | +78.5% | +126.8% | +82.3% |
| 5Y | +1,593.3% | +81.8% | +1,511.6% | +911.7% |
| All | +1,593.3% | +81.8% | +1,511.5% | +911.7% |
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