+220.4%
VSTS vs SPY
+19.4%
+201.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.4% |
| 7D | +12.5% | +0.5% | +12.0% | +12.0% |
| 30D | -3.9% | -0.9% | -3.0% | -3.2% |
| 3M | +9.6% | +3.9% | +5.7% | +5.5% |
| 6M | +73.7% | +14.5% | +59.1% | +50.0% |
| YTD | +104.6% | +12.9% | +91.7% | +80.5% |
| 1Y | +220.4% | +19.4% | +201.1% | +155.3% |
| All | +220.4% | +19.4% | +201.0% | +155.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling