+769.3%
VST vs SPY
+82.0%
+687.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | +8.9% | +0.1% | +8.8% | +8.7% |
| 30D | +6.2% | +0.1% | +6.2% | +6.1% |
| 3M | -2.7% | +2.0% | -4.7% | -5.1% |
| 6M | -8.4% | +13.0% | -21.4% | -21.3% |
| YTD | -7.2% | +13.5% | -20.7% | -20.5% |
| 1Y | -20.9% | +20.0% | -40.9% | -36.4% |
| 3Y | +384.0% | +77.2% | +306.8% | +182.3% |
| All | +769.3% | +82.0% | +687.3% | +377.5% |
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