+1,058.9%
VST vs SPG
+97.6%
+961.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.3% |
| 7D | -6.0% | +5.6% | -11.6% | -7.8% |
| 30D | -18.8% | +17.6% | -36.3% | -23.4% |
| 3M | -8.0% | +7.5% | -15.5% | -10.6% |
| 6M | -10.9% | +18.5% | -29.5% | -16.6% |
| YTD | -18.3% | +30.9% | -49.3% | -26.2% |
| 1Y | -29.9% | +34.1% | -64.0% | -37.3% |
| 3Y | +290.3% | +135.5% | +154.8% | +191.0% |
| 5Y | +635.3% | +86.5% | +548.8% | +478.6% |
| 10Y | +1,162.4% | +116.1% | +1,046.3% | +796.3% |
| All | +1,058.9% | +97.6% | +961.3% | +755.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling