+656.7%
VST vs SPOT
+267.1%
+389.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.1% |
| 7D | -0.5% | +2.5% | -3.0% | -1.1% |
| 30D | -17.1% | +15.1% | -32.2% | -19.4% |
| 3M | -4.6% | +24.8% | -29.4% | -8.9% |
| 6M | -9.1% | +45.8% | -54.8% | -16.2% |
| YTD | -16.6% | +4.9% | -21.5% | -19.1% |
| 1Y | -29.5% | -1.3% | -28.2% | -30.8% |
| 3Y | +297.5% | +257.7% | +39.8% | +219.7% |
| 5Y | +654.5% | +118.5% | +536.0% | +516.8% |
| All | +656.7% | +267.1% | +389.6% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling