+1,058.9%
VST vs SPYG
+384.8%
+674.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.3% |
| 7D | -6.0% | -1.9% | -4.1% | -4.3% |
| 30D | -18.8% | -9.2% | -9.6% | -11.1% |
| 3M | -8.0% | -6.8% | -1.2% | -1.5% |
| 6M | -10.9% | -2.6% | -8.3% | -8.4% |
| YTD | -18.3% | +7.5% | -25.8% | -23.0% |
| 1Y | -29.9% | +6.7% | -36.6% | -33.3% |
| 3Y | +290.3% | +90.1% | +200.2% | +152.3% |
| 5Y | +635.3% | +69.2% | +566.1% | +404.5% |
| 10Y | +1,162.4% | +391.9% | +770.5% | +300.8% |
| All | +1,058.9% | +384.8% | +674.1% | +272.8% |
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