-30.2%
VSTS vs SPY
+86.5%
-116.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.2% |
| 7D | +6.3% | +0.1% | +6.1% | +6.1% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | +0.2% | +2.0% | -1.8% | -2.6% |
| 6M | +73.1% | +13.0% | +60.1% | +48.4% |
| YTD | +98.8% | +13.5% | +85.3% | +69.8% |
| 1Y | +194.0% | +20.0% | +174.0% | +133.8% |
| All | -30.2% | +86.5% | -116.7% | -69.5% |
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 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