+800.0%
VGT vs VRSK
+126.1%
+673.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.2% | -5.2% | +5.0% | +2.1% |
| 30D | -0.4% | -2.3% | +1.9% | +0.3% |
| 3M | +4.4% | -2.9% | +7.4% | +3.8% |
| 6M | +32.1% | -12.8% | +44.9% | +37.1% |
| YTD | +28.8% | -20.8% | +49.6% | +39.6% |
| 1Y | +35.3% | -33.2% | +68.6% | +60.1% |
| 3Y | +124.8% | -26.6% | +151.3% | +140.2% |
| 5Y | +137.9% | -11.3% | +149.3% | +119.5% |
| All | +800.0% | +126.1% | +673.9% | +382.0% |
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 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