+373.4%
VST vs SPYG
+98.8%
+274.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.7% |
| 7D | +8.9% | +0.4% | +8.5% | +8.3% |
| 30D | +6.2% | -0.4% | +6.7% | +6.9% |
| 3M | -2.7% | +0.5% | -3.3% | -4.1% |
| 6M | -8.4% | +17.5% | -25.8% | -29.6% |
| YTD | -7.2% | +14.3% | -21.5% | -25.4% |
| 1Y | -20.9% | +21.7% | -42.6% | -42.4% |
| All | +373.4% | +98.8% | +274.6% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling