+153.0%
VLO vs VRSK
-32.3%
+185.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.3% | -5.2% | +10.5% | +5.4% |
| 30D | +18.2% | -2.3% | +20.6% | +18.2% |
| 3M | +53.3% | -2.9% | +56.3% | +52.4% |
| 6M | +70.4% | -12.8% | +83.2% | +67.3% |
| YTD | +143.4% | -20.8% | +164.2% | +135.1% |
| 1Y | +153.0% | -33.2% | +186.2% | +140.1% |
| All | +153.0% | -32.3% | +185.3% | +140.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling