+361.8%
VRT vs SPGI
+32.5%
+329.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.5% |
| 7D | -21.4% | +0.3% | -21.6% | -21.3% |
| 30D | -25.8% | +18.4% | -44.2% | -26.9% |
| 3M | -33.5% | +15.7% | -49.2% | -34.4% |
| 6M | -49.0% | +17.3% | -66.3% | -50.0% |
| YTD | +12.9% | -4.7% | +17.7% | +20.4% |
| 1Y | 0.0% | +1.8% | -1.8% | +1.8% |
| 3Y | +361.8% | +31.7% | +330.1% | +241.3% |
| All | +361.8% | +32.5% | +329.3% | +241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling