+1,164.9%
VST vs SPG
+113.9%
+1,050.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +6.6% | +2.0% | +4.6% | +5.9% |
| 30D | -12.4% | +17.2% | -29.6% | -17.2% |
| 3M | -9.0% | +6.3% | -15.3% | -11.2% |
| 6M | -6.4% | +18.7% | -25.1% | -12.4% |
| YTD | -17.2% | +30.1% | -47.3% | -25.0% |
| 1Y | -22.0% | +32.8% | -54.8% | -30.0% |
| 3Y | +296.7% | +133.6% | +163.1% | +196.8% |
| 5Y | +637.6% | +84.4% | +553.2% | +482.8% |
| All | +1,164.9% | +113.9% | +1,050.9% | +799.2% |
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 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