-28.5%
VST vs SPG
+32.2%
-60.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +7.5% |
| 7D | -0.5% | +5.1% | -5.6% | +0.3% |
| 30D | -17.1% | +16.8% | -33.9% | -16.0% |
| 3M | -4.6% | +5.7% | -10.2% | -3.0% |
| 6M | -9.1% | +17.8% | -26.9% | -9.8% |
| YTD | -16.6% | +30.1% | -46.7% | -12.9% |
| All | -28.5% | +32.2% | -60.7% | -23.9% |
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