+897.3%
VST vs SPY
+298.5%
+598.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.7% | -1.5% |
| 7D | -19.9% | -4.7% | -15.2% | -15.9% |
| 30D | -29.7% | -5.9% | -23.7% | -24.9% |
| 3M | -19.6% | -4.5% | -15.0% | -15.4% |
| 6M | -29.4% | +1.8% | -31.2% | -30.6% |
| YTD | -29.7% | +8.3% | -38.0% | -35.0% |
| 1Y | -40.0% | +9.3% | -49.4% | -45.1% |
| 3Y | +231.0% | +74.9% | +156.1% | +105.8% |
| 5Y | +500.1% | +67.3% | +432.8% | +283.4% |
| 10Y | +1,004.2% | +311.6% | +692.6% | +245.8% |
| All | +897.3% | +298.5% | +598.9% | +221.0% |
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 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