-38.0%
VG vs VRSK
-36.0%
-2.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.7% | +2.9% |
| 7D | -2.5% | -9.7% | +7.2% | -1.1% |
| 30D | +11.1% | -8.5% | +19.6% | +12.4% |
| 3M | +14.9% | -1.7% | +16.6% | +13.5% |
| 6M | +18.4% | -17.9% | +36.2% | +20.3% |
| YTD | +116.6% | -21.1% | +137.7% | +120.9% |
| 1Y | +9.4% | -35.1% | +44.5% | +16.5% |
| All | -38.0% | -36.0% | -2.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling