-64.8%
VSTL vs SPY
+11.8%
-76.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.4% |
| 7D | +40.0% | +3.3% | +36.7% | +28.5% |
| 30D | -36.9% | -2.7% | -34.2% | -31.0% |
| 3M | -27.4% | -1.7% | -25.6% | -22.1% |
| 6M | -35.3% | +3.1% | -38.4% | -39.6% |
| YTD | -55.0% | +11.9% | -66.9% | -64.8% |
| 1Y | -64.8% | +12.0% | -76.8% | -72.5% |
| All | -64.8% | +11.8% | -76.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling