+23.6%
VRT vs SPGI
+2.7%
+20.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.1% |
| 7D | +10.5% | +1.2% | +9.3% | +11.2% |
| 30D | -9.3% | +15.9% | -25.2% | -2.6% |
| 3M | -29.6% | +12.3% | -41.9% | -25.2% |
| 6M | -45.4% | +23.7% | -69.1% | -38.3% |
| YTD | +24.8% | -3.5% | +28.4% | +39.4% |
| 1Y | +23.6% | +0.4% | +23.2% | +44.9% |
| All | +23.6% | +2.7% | +20.9% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling