-34.9%
VST vs SPGI
+3.2%
-38.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.4% | -17.2% | -13.2% |
| 7D | -15.7% | +7.2% | -22.9% | -14.7% |
| 30D | -17.0% | +23.2% | -40.2% | -14.7% |
| 3M | -15.9% | +17.0% | -32.9% | -14.1% |
| 6M | -25.0% | +20.4% | -45.4% | -23.0% |
| YTD | -25.1% | -1.9% | -23.2% | -21.8% |
| 1Y | -34.9% | +2.9% | -37.8% | -29.7% |
| All | -34.9% | +3.2% | -38.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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