+3,680.0%
VLO vs VRSK
+593.4%
+3,086.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | +6.2% | -5.4% | +11.6% | +8.2% |
| 30D | +23.5% | -1.8% | +25.3% | +23.9% |
| 3M | +53.9% | -2.2% | +56.1% | +53.3% |
| 6M | +81.7% | -14.9% | +96.6% | +89.8% |
| YTD | +142.5% | -20.0% | +162.5% | +157.5% |
| 1Y | +145.4% | -33.1% | +178.6% | +178.4% |
| 3Y | +197.3% | -25.6% | +223.0% | +214.8% |
| 5Y | +614.6% | -10.1% | +624.7% | +571.6% |
| 10Y | +938.9% | +128.4% | +810.5% | +486.1% |
| All | +3,680.0% | +593.4% | +3,086.6% | +1,040.8% |
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