+588.9%
VST vs SPG
+74.6%
+514.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.8% | +9.7% | +10.2% |
| 7D | -9.8% | +4.9% | -14.7% | -12.0% |
| 30D | -25.1% | +15.6% | -40.7% | -30.4% |
| 3M | -11.6% | +4.1% | -15.7% | -13.6% |
| 6M | -20.9% | +13.6% | -34.5% | -26.5% |
| YTD | -22.3% | +27.5% | -49.8% | -32.2% |
| 1Y | -32.0% | +32.2% | -64.2% | -41.9% |
| 3Y | +262.4% | +126.0% | +136.4% | +143.4% |
| All | +588.9% | +74.6% | +514.3% | +367.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling