+534.5%
VIST vs SPY
+177.9%
+356.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -2.1% |
| 7D | -13.7% | +0.1% | -13.8% | -13.8% |
| 30D | -12.9% | -3.3% | -9.5% | -9.7% |
| 3M | -12.5% | -2.4% | -10.0% | -10.6% |
| 6M | -11.5% | +2.6% | -14.0% | -15.2% |
| YTD | +18.7% | +11.2% | +7.4% | +2.1% |
| 1Y | +20.0% | +13.4% | +6.7% | +0.9% |
| 3Y | +121.6% | +79.9% | +41.7% | +5.9% |
| 5Y | +843.5% | +72.2% | +771.3% | +371.9% |
| All | +534.5% | +177.9% | +356.6% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling