+579.9%
VLO vs VRSK
-11.9%
+591.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +4.0% | -7.7% | +11.7% | +4.4% |
| 30D | +19.0% | -2.8% | +21.8% | +19.1% |
| 3M | +50.0% | -3.7% | +53.7% | +49.8% |
| 6M | +79.1% | -12.8% | +91.9% | +79.4% |
| YTD | +140.3% | -21.0% | +161.2% | +141.7% |
| 1Y | +148.3% | -32.5% | +180.8% | +153.0% |
| 3Y | +194.6% | -26.5% | +221.2% | +198.8% |
| All | +579.9% | -11.9% | +591.8% | +585.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling