+1,112.0%
VST vs SPY
+312.9%
+799.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.2% | +10.2% |
| 7D | -9.8% | -2.7% | -7.1% | -7.3% |
| 30D | -25.1% | -5.4% | -19.7% | -20.5% |
| 3M | -11.6% | -4.1% | -7.5% | -7.4% |
| 6M | -20.9% | +0.7% | -21.6% | -21.3% |
| YTD | -22.3% | +8.7% | -31.0% | -28.4% |
| 1Y | -32.0% | +10.9% | -42.9% | -38.6% |
| 3Y | +262.4% | +75.0% | +187.4% | +125.0% |
| 5Y | +563.4% | +67.8% | +495.6% | +322.4% |
| All | +1,112.0% | +312.9% | +799.2% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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