+500.1%
VST vs SPY
+67.0%
+433.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.7% | -0.6% |
| 7D | -19.9% | -4.7% | -15.2% | -15.1% |
| 30D | -29.7% | -5.9% | -23.7% | -24.0% |
| 3M | -19.6% | -4.5% | -15.0% | -14.6% |
| 6M | -29.4% | +1.8% | -31.2% | -30.9% |
| YTD | -29.7% | +8.3% | -38.0% | -36.1% |
| 1Y | -40.0% | +9.3% | -49.4% | -46.1% |
| 3Y | +231.0% | +74.9% | +156.1% | +99.6% |
| 5Y | +500.1% | +67.3% | +432.8% | +259.2% |
| All | +500.1% | +67.0% | +433.1% | +259.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling