+608.4%
VST vs SPGI
+15.2%
+593.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +6.6% | +1.2% | +5.3% | +6.1% |
| 30D | -12.4% | +15.9% | -28.3% | -17.2% |
| 3M | -9.0% | +12.3% | -21.3% | -13.3% |
| 6M | -6.4% | +23.7% | -30.1% | -15.3% |
| YTD | -17.2% | -3.5% | -13.6% | -16.8% |
| 1Y | -22.0% | +0.4% | -22.4% | -23.5% |
| 3Y | +296.7% | +29.9% | +266.8% | +242.0% |
| All | +608.4% | +15.2% | +593.2% | +507.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling