+1,112.0%
VST vs SPG
+109.7%
+1,002.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.7% | +10.3% |
| 7D | -9.8% | +4.9% | -14.7% | -11.4% |
| 30D | -25.1% | +15.6% | -40.7% | -29.0% |
| 3M | -11.6% | +4.1% | -15.7% | -13.1% |
| 6M | -20.9% | +13.6% | -34.5% | -24.9% |
| YTD | -22.3% | +27.5% | -49.8% | -29.2% |
| 1Y | -32.0% | +32.2% | -64.2% | -38.9% |
| 3Y | +262.4% | +126.0% | +136.4% | +174.1% |
| 5Y | +563.4% | +74.7% | +488.6% | +433.1% |
| All | +1,112.0% | +109.7% | +1,002.3% | +769.4% |
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