-29.9%
VST vs SPGI
+2.3%
-32.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -6.0% | +1.6% | -7.6% | -5.6% |
| 30D | -18.8% | +16.1% | -34.8% | -17.0% |
| 3M | -8.0% | +15.5% | -23.5% | -6.2% |
| 6M | -10.9% | +19.6% | -30.6% | -8.6% |
| YTD | -18.3% | -3.6% | -14.7% | -15.1% |
| 1Y | -29.9% | +2.2% | -32.1% | -22.1% |
| All | -29.9% | +2.3% | -32.2% | -22.1% |
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