-25.8%
VSTS vs SPY
+83.1%
-108.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -0.8% | +2.6% | -3.4% | -3.7% |
| 30D | +0.9% | -2.0% | +2.8% | +3.3% |
| 3M | +4.2% | -2.8% | +7.0% | +7.8% |
| 6M | +25.2% | +2.1% | +23.1% | +21.6% |
| YTD | +111.2% | +11.5% | +99.8% | +84.4% |
| 1Y | +163.4% | +13.5% | +149.9% | +124.5% |
| 3Y | -12.5% | +77.7% | -90.2% | -58.1% |
| All | -25.8% | +83.1% | -108.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling