-29.4%
VST vs SPGI
+18.0%
-47.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.2% | -6.8% |
| 7D | -19.9% | +2.6% | -22.5% | -19.1% |
| 30D | -29.7% | +19.3% | -48.9% | -26.7% |
| 3M | -19.6% | +15.5% | -35.0% | -16.9% |
| 6M | -29.4% | +18.3% | -47.7% | -25.9% |
| All | -29.4% | +18.0% | -47.4% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling