+905.2%
VRT vs SPGI
+8.3%
+897.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +5.2% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +0.9% | +8.4% | -7.5% | -3.8% |
| 3M | -13.4% | +11.8% | -25.2% | -20.6% |
| 6M | +11.7% | +5.7% | +6.0% | +4.9% |
| YTD | +73.2% | -9.7% | +82.9% | +79.7% |
| 1Y | +123.4% | -12.5% | +135.9% | +134.4% |
| 3Y | +606.2% | +21.8% | +584.3% | +426.3% |
| All | +905.2% | +8.3% | +897.0% | +653.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling