-34.9%
VST vs SPG
+34.3%
-69.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.9% | -16.7% | -13.3% |
| 7D | -15.7% | +8.2% | -23.9% | -15.0% |
| 30D | -17.0% | +13.5% | -30.4% | -16.2% |
| 3M | -15.9% | +2.2% | -18.1% | -14.6% |
| 6M | -25.0% | +15.9% | -40.9% | -25.9% |
| YTD | -25.1% | +27.6% | -52.7% | -22.8% |
| 1Y | -34.9% | +30.9% | -65.8% | -32.2% |
| All | -34.9% | +34.3% | -69.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling