+59.9%
VEA vs VRSK
-11.8%
+71.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.5% | -5.2% | +3.7% | -0.7% |
| 30D | -0.8% | -2.3% | +1.5% | -0.6% |
| 3M | +2.5% | -2.9% | +5.4% | +2.3% |
| 6M | +11.1% | -12.8% | +23.9% | +13.3% |
| YTD | +17.2% | -20.8% | +38.0% | +22.0% |
| 1Y | +24.5% | -33.2% | +57.7% | +35.8% |
| 3Y | +75.4% | -26.6% | +102.0% | +82.6% |
| All | +59.9% | -11.8% | +71.7% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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