+1,216.9%
VST vs SPY
+317.6%
+899.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.9% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | +6.2% | +0.1% | +6.2% | +6.1% |
| 3M | -2.7% | +2.0% | -4.7% | -4.7% |
| 6M | -8.4% | +13.0% | -21.4% | -19.3% |
| YTD | -7.2% | +13.5% | -20.7% | -18.5% |
| 1Y | -20.9% | +20.0% | -40.9% | -34.2% |
| 3Y | +384.0% | +77.2% | +306.8% | +194.0% |
| 5Y | +757.1% | +81.9% | +675.2% | +403.2% |
| All | +1,216.9% | +317.6% | +899.2% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling