+897.3%
VST vs SPGI
+341.7%
+555.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.2% | -5.3% |
| 7D | -19.9% | +2.6% | -22.5% | -21.0% |
| 30D | -29.7% | +19.3% | -48.9% | -35.3% |
| 3M | -19.6% | +15.5% | -35.0% | -25.2% |
| 6M | -29.4% | +18.3% | -47.7% | -35.9% |
| YTD | -29.7% | -3.8% | -25.9% | -30.4% |
| 1Y | -40.0% | +1.3% | -41.4% | -42.4% |
| 3Y | +231.0% | +33.6% | +197.4% | +175.9% |
| 5Y | +500.1% | +13.2% | +486.9% | +430.8% |
| 10Y | +1,004.2% | +346.3% | +657.9% | +421.7% |
| All | +897.3% | +341.7% | +555.6% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling