+296.7%
VST vs SPYG
+91.6%
+205.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.3% |
| 7D | +6.6% | +2.3% | +4.2% | +3.0% |
| 30D | -12.4% | -6.5% | -5.9% | -2.8% |
| 3M | -9.0% | -6.8% | -2.1% | +1.9% |
| 6M | -6.4% | -3.1% | -3.3% | -2.1% |
| YTD | -17.2% | +8.0% | -25.2% | -27.5% |
| 1Y | -22.0% | +10.2% | -32.2% | -34.0% |
| 3Y | +296.7% | +91.0% | +205.7% | +89.1% |
| All | +296.7% | +91.6% | +205.0% | +89.1% |
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