+13,399.1%
SPGI vs VTRS
+557.1%
+12,842.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +5.4% | +1.9% | +3.6% | +5.0% |
| 3M | +9.0% | +5.1% | +4.0% | +7.8% |
| 6M | +0.8% | +20.1% | -19.3% | -3.0% |
| YTD | -12.6% | +36.6% | -49.1% | -18.2% |
| 1Y | -16.1% | +64.1% | -80.2% | -24.4% |
| 3Y | +19.0% | +86.4% | -67.4% | +2.9% |
| 5Y | +5.1% | +40.9% | -35.8% | -6.1% |
| 10Y | +295.5% | -48.7% | +344.2% | +302.3% |
| All | +13,399.1% | +557.1% | +12,842.0% | +8,648.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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