+1,205.2%
VST vs SPG
+117.3%
+1,087.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.6% |
| 7D | -0.5% | +5.1% | -5.6% | -2.3% |
| 30D | -17.1% | +16.8% | -33.9% | -21.6% |
| 3M | -4.6% | +5.7% | -10.2% | -6.7% |
| 6M | -9.1% | +17.8% | -26.9% | -14.6% |
| YTD | -16.6% | +30.1% | -46.7% | -24.5% |
| 1Y | -29.5% | +32.8% | -62.3% | -36.7% |
| 3Y | +297.5% | +137.2% | +160.3% | +196.1% |
| 5Y | +654.5% | +81.5% | +573.1% | +499.3% |
| 10Y | +1,205.2% | +116.5% | +1,088.7% | +834.7% |
| All | +1,205.2% | +117.3% | +1,087.9% | +834.7% |
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