-33.5%
VG vs VRSK
-35.7%
+2.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +9.6% | -5.2% | +14.7% | +10.3% |
| 30D | +15.2% | -2.3% | +17.5% | +15.4% |
| 3M | +24.1% | -2.9% | +27.0% | +23.1% |
| 6M | +27.2% | -12.8% | +40.0% | +27.9% |
| YTD | +132.3% | -20.8% | +153.1% | +136.8% |
| 1Y | +15.7% | -33.2% | +48.9% | +22.4% |
| All | -33.5% | -35.7% | +2.2% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling