+21.8%
VZ vs SPGI
+15.2%
+6.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.5% | +1.2% | +0.2% | +1.3% |
| 30D | +4.4% | +15.9% | -11.5% | +2.3% |
| 3M | -2.4% | +12.3% | -14.7% | -3.9% |
| 6M | +1.4% | +23.7% | -22.3% | -1.6% |
| YTD | +21.4% | -3.5% | +24.9% | +21.6% |
| 1Y | +20.3% | +0.4% | +19.9% | +19.6% |
| 3Y | +57.4% | +29.9% | +27.5% | +47.9% |
| All | +21.8% | +15.2% | +6.6% | +10.4% |
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