+2,826.7%
VRT vs SPGI
+147.9%
+2,678.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +5.5% |
| 7D | +13.6% | -2.5% | +16.1% | +15.1% |
| 30D | +6.8% | +5.4% | +1.4% | +3.1% |
| 3M | -3.2% | +9.0% | -12.3% | -10.2% |
| 6M | +20.3% | +0.8% | +19.6% | +15.6% |
| YTD | +79.6% | -12.6% | +92.2% | +85.9% |
| 1Y | +139.0% | -16.1% | +155.1% | +151.4% |
| 3Y | +644.6% | +19.0% | +625.6% | +502.8% |
| 5Y | +1,024.4% | +5.1% | +1,019.3% | +882.9% |
| All | +2,826.7% | +147.9% | +2,678.8% | +1,596.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling