+924.9%
VLO vs VRSK
+126.1%
+798.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +5.3% | -5.2% | +10.5% | +6.8% |
| 30D | +18.2% | -2.3% | +20.6% | +18.7% |
| 3M | +53.3% | -2.9% | +56.3% | +53.1% |
| 6M | +70.4% | -12.8% | +83.2% | +75.3% |
| YTD | +143.4% | -20.8% | +164.2% | +156.7% |
| 1Y | +153.0% | -33.2% | +186.2% | +181.8% |
| 3Y | +195.0% | -26.6% | +221.5% | +210.4% |
| 5Y | +618.8% | -11.3% | +630.1% | +579.4% |
| All | +924.9% | +126.1% | +798.8% | +503.2% |
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