-24.1%
VST vs SPGI
+0.4%
-24.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.5% |
| 7D | +19.2% | -0.8% | +20.0% | +19.0% |
| 30D | -17.2% | +14.3% | -31.4% | -15.7% |
| 3M | -8.1% | +14.5% | -22.6% | -6.6% |
| 6M | -8.1% | +17.3% | -25.4% | -6.1% |
| YTD | -16.3% | -4.6% | -11.7% | -12.9% |
| 1Y | -24.1% | +0.8% | -24.9% | -16.2% |
| All | -24.1% | +0.4% | -24.5% | -16.2% |
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