+1,216.9%
VST vs SPYG
+415.8%
+801.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +8.9% | +0.4% | +8.5% | +8.5% |
| 30D | +6.2% | -0.4% | +6.7% | +6.6% |
| 3M | -2.7% | +0.5% | -3.3% | -3.3% |
| 6M | -8.4% | +17.5% | -25.8% | -20.8% |
| YTD | -7.2% | +14.3% | -21.5% | -17.6% |
| 1Y | -20.9% | +21.7% | -42.6% | -33.2% |
| 3Y | +384.0% | +98.6% | +285.4% | +197.7% |
| 5Y | +757.1% | +85.1% | +672.0% | +441.7% |
| All | +1,216.9% | +415.8% | +801.0% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling