+1,142.3%
VST vs SPG
+116.4%
+1,025.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +10.9% | +2.7% | +8.2% | +10.0% |
| 30D | -15.6% | +16.6% | -32.2% | -20.1% |
| 3M | -7.8% | +8.1% | -15.8% | -10.5% |
| 6M | -12.0% | +19.3% | -31.3% | -17.7% |
| YTD | -16.9% | +31.1% | -48.0% | -25.0% |
| 1Y | -25.1% | +32.8% | -57.9% | -32.7% |
| 3Y | +297.1% | +135.8% | +161.3% | +196.3% |
| 5Y | +641.9% | +85.1% | +556.8% | +485.7% |
| 10Y | +1,142.3% | +115.9% | +1,026.3% | +783.4% |
| All | +1,142.3% | +116.4% | +1,025.9% | +783.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling