+500.1%
VST vs SPG
+75.4%
+424.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.8% |
| 7D | -19.9% | +5.0% | -24.9% | -21.9% |
| 30D | -29.7% | +12.3% | -42.0% | -33.8% |
| 3M | -19.6% | +1.9% | -21.4% | -20.6% |
| 6M | -29.4% | +14.4% | -43.8% | -34.7% |
| YTD | -29.7% | +26.5% | -56.2% | -38.5% |
| 1Y | -40.0% | +30.7% | -70.7% | -48.5% |
| 3Y | +231.0% | +122.6% | +108.4% | +123.2% |
| 5Y | +500.1% | +73.3% | +426.7% | +314.5% |
| All | +500.1% | +75.4% | +424.6% | +314.5% |
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