+227.8%
VST vs SPY
+74.5%
+153.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.7% | +1.7% |
| 7D | -19.9% | -4.7% | -15.2% | -13.1% |
| 30D | -29.7% | -5.9% | -23.7% | -21.6% |
| 3M | -19.6% | -4.5% | -15.0% | -12.6% |
| 6M | -29.4% | +1.8% | -31.2% | -32.0% |
| YTD | -29.7% | +8.3% | -38.0% | -39.6% |
| 1Y | -40.0% | +9.3% | -49.4% | -49.4% |
| All | +227.8% | +74.5% | +153.3% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling