+39.8%
SPGI vs VLTO
+54.8%
-15.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | +0.3% | +5.4% | -5.1% | -2.1% |
| 30D | +18.4% | +22.3% | -3.9% | +7.9% |
| 3M | +15.7% | +19.6% | -3.9% | +6.4% |
| 6M | +17.3% | +35.2% | -17.9% | +1.8% |
| YTD | -4.7% | +17.9% | -22.6% | -12.0% |
| 1Y | +1.8% | +19.5% | -17.7% | -6.7% |
| 3Y | +31.7% | +73.9% | -42.2% | +9.6% |
| All | +39.8% | +54.8% | -15.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling