-32.0%
VST vs SPGI
+0.8%
-32.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.0% | +11.5% | +10.4% |
| 7D | -9.8% | +0.3% | -10.1% | -9.6% |
| 30D | -25.1% | +18.4% | -43.5% | -23.5% |
| 3M | -11.6% | +15.7% | -27.3% | -10.0% |
| 6M | -20.9% | +17.3% | -38.2% | -19.2% |
| YTD | -22.3% | -4.7% | -17.6% | -19.2% |
| 1Y | -32.0% | +1.8% | -33.8% | -25.2% |
| All | -32.0% | +0.8% | -32.8% | -25.2% |
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