-24.1%
VST vs SPG
+32.6%
-56.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.7% |
| 7D | +19.2% | +3.1% | +16.0% | +19.5% |
| 30D | -17.2% | +16.4% | -33.6% | -16.3% |
| 3M | -8.1% | +7.1% | -15.2% | -6.7% |
| 6M | -8.1% | +16.1% | -24.2% | -8.9% |
| YTD | -16.3% | +30.4% | -46.7% | -13.0% |
| 1Y | -24.1% | +33.0% | -57.1% | -20.2% |
| All | -24.1% | +32.6% | -56.7% | -20.2% |
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 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