+641.9%
VST vs SPY
+74.6%
+567.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.1% |
| 7D | +10.9% | -0.9% | +11.9% | +12.5% |
| 30D | -15.6% | -2.4% | -13.3% | -12.9% |
| 3M | -7.8% | -1.2% | -6.6% | -6.1% |
| 6M | -12.0% | +3.3% | -15.3% | -15.2% |
| YTD | -16.9% | +12.3% | -29.2% | -27.7% |
| 1Y | -25.1% | +12.4% | -37.5% | -34.8% |
| 3Y | +297.1% | +78.8% | +218.2% | +131.6% |
| 5Y | +641.9% | +75.2% | +566.7% | +323.0% |
| All | +641.9% | +74.6% | +567.3% | +323.0% |
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