+1,121.2%
VST vs SPY
+306.4%
+814.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.7% |
| 7D | -6.0% | -0.6% | -5.4% | -5.5% |
| 30D | -18.8% | -3.7% | -15.1% | -15.3% |
| 3M | -8.0% | -2.7% | -5.3% | -5.0% |
| 6M | -10.9% | +2.2% | -13.1% | -12.6% |
| YTD | -18.3% | +10.8% | -29.2% | -26.2% |
| 1Y | -29.9% | +11.2% | -41.2% | -36.9% |
| 3Y | +290.3% | +76.5% | +213.8% | +139.8% |
| 5Y | +635.3% | +72.9% | +562.4% | +354.4% |
| All | +1,121.2% | +306.4% | +814.8% | +278.2% |
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