+537.9%
VST vs SPOT
+270.3%
+267.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.0% | -5.8% |
| 7D | -19.9% | +10.3% | -30.2% | -21.3% |
| 30D | -29.7% | +25.9% | -55.5% | -32.7% |
| 3M | -19.6% | +27.4% | -47.0% | -23.5% |
| 6M | -29.4% | +46.5% | -75.8% | -34.9% |
| YTD | -29.7% | +5.8% | -35.5% | -31.9% |
| 1Y | -40.0% | -0.9% | -39.1% | -41.2% |
| 3Y | +231.0% | +261.5% | -30.5% | +165.8% |
| 5Y | +500.1% | +112.6% | +387.5% | +392.2% |
| All | +537.9% | +270.3% | +267.6% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling