+21.5%
VZ vs SPGI
+11.5%
+10.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +5.6% | +2.6% | +3.1% | +5.3% |
| 30D | +1.9% | +19.3% | -17.4% | -0.6% |
| 3M | +0.8% | +15.5% | -14.7% | -1.2% |
| 6M | +0.6% | +18.3% | -17.7% | -1.8% |
| YTD | +20.8% | -3.8% | +24.6% | +21.1% |
| 1Y | +23.9% | +1.3% | +22.6% | +23.0% |
| 3Y | +55.7% | +33.6% | +22.1% | +45.5% |
| 5Y | +21.5% | +13.2% | +8.4% | +10.1% |
| All | +21.5% | +11.5% | +10.0% | +10.1% |
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