+2,128.3%
VGT vs VRSK
+585.1%
+1,543.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.0% | -7.7% | +6.7% | +2.3% |
| 30D | -0.4% | -2.8% | +2.4% | +0.4% |
| 3M | +6.6% | -3.7% | +10.3% | +6.5% |
| 6M | +31.0% | -12.8% | +43.8% | +35.6% |
| YTD | +27.2% | -21.0% | +48.2% | +37.0% |
| 1Y | +34.5% | -32.5% | +66.9% | +55.1% |
| 3Y | +123.1% | -26.5% | +149.7% | +138.6% |
| 5Y | +135.1% | -11.5% | +146.6% | +124.3% |
| 10Y | +803.4% | +125.7% | +677.7% | +456.9% |
| All | +2,128.3% | +585.1% | +1,543.2% | +788.5% |
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