-61.0%
VSTL vs SPY
+23.8%
-84.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +7.6% |
| 7D | +17.2% | +0.1% | +17.1% | +16.8% |
| 30D | +9.0% | +0.1% | +8.9% | +8.9% |
| 3M | -14.8% | +2.0% | -16.8% | -19.7% |
| 6M | -32.7% | +13.0% | -45.7% | -52.4% |
| YTD | -37.1% | +13.5% | -50.7% | -55.5% |
| 1Y | -59.9% | +20.0% | -79.9% | -75.2% |
| All | -61.0% | +23.8% | -84.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling