-39.3%
VG vs VRSK
-32.2%
-7.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | +1.7% | -3.1% | +4.8% | +2.2% |
| 30D | +16.0% | -1.6% | +17.6% | +16.1% |
| 3M | +9.7% | +3.5% | +6.2% | +7.7% |
| 6M | +29.6% | -13.4% | +42.9% | +30.7% |
| YTD | +112.0% | -16.5% | +128.5% | +114.6% |
| 1Y | +12.8% | -30.6% | +43.4% | +18.9% |
| All | -39.3% | -32.2% | -7.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling