+21.4%
VZ vs SPGI
+12.2%
+9.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +10.6% | +15.5% | -4.9% | +8.4% |
| 3M | -0.6% | +15.7% | -16.3% | -2.6% |
| 6M | +0.7% | +19.1% | -18.3% | -1.7% |
| YTD | +20.6% | -4.1% | +24.7% | +21.0% |
| 1Y | +22.7% | +1.2% | +21.5% | +21.8% |
| 3Y | +57.2% | +31.6% | +25.6% | +47.4% |
| 5Y | +21.4% | +12.4% | +8.9% | +10.0% |
| All | +21.4% | +12.2% | +9.2% | +10.0% |
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