+682.7%
VRT vs SPGI
+13.9%
+668.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.2% |
| 7D | +18.6% | -0.8% | +19.4% | +19.1% |
| 30D | -11.7% | +14.3% | -25.9% | -18.2% |
| 3M | -27.3% | +14.5% | -41.8% | -33.1% |
| 6M | -42.9% | +17.3% | -60.2% | -49.5% |
| YTD | +29.5% | -4.6% | +34.1% | +29.9% |
| 1Y | +21.0% | +0.8% | +20.3% | +15.0% |
| 3Y | +403.1% | +28.8% | +374.3% | +257.0% |
| All | +682.7% | +13.9% | +668.7% | +490.3% |
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 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