+262.4%
VST vs SPOT
+255.6%
+6.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.9% | +12.4% | +11.0% |
| 7D | -9.8% | +1.6% | -11.4% | -10.4% |
| 30D | -25.1% | +17.6% | -42.7% | -28.9% |
| 3M | -11.6% | +26.9% | -38.5% | -18.5% |
| 6M | -20.9% | +41.8% | -62.7% | -30.7% |
| YTD | -22.3% | +3.8% | -26.1% | -25.0% |
| 1Y | -32.0% | -2.5% | -29.6% | -32.9% |
| 3Y | +262.4% | +260.6% | +1.8% | +124.6% |
| All | +262.4% | +255.6% | +6.8% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling