+1,205.2%
VST vs SPYG
+401.0%
+804.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +4.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -17.1% | -8.4% | -8.7% | -9.9% |
| 3M | -4.6% | -6.2% | +1.7% | +1.6% |
| 6M | -9.1% | -1.8% | -7.3% | -7.2% |
| YTD | -16.6% | +8.4% | -25.0% | -22.0% |
| 1Y | -29.5% | +10.1% | -39.5% | -34.8% |
| 3Y | +297.5% | +94.9% | +202.6% | +152.1% |
| 5Y | +654.5% | +68.5% | +586.1% | +418.4% |
| 10Y | +1,205.2% | +392.2% | +813.0% | +322.7% |
| All | +1,205.2% | +401.0% | +804.2% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling