-33.2%
VRSK vs ITOT
+17.8%
-51.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.5% |
| 7D | -5.2% | -0.9% | -4.3% | -5.4% |
| 30D | -2.3% | -1.5% | -0.9% | -2.8% |
| 3M | -2.9% | +3.6% | -6.5% | -1.5% |
| 6M | -12.8% | +13.7% | -26.5% | -10.8% |
| YTD | -20.8% | +12.9% | -33.7% | -18.7% |
| 1Y | -33.2% | +17.2% | -50.4% | -31.8% |
| All | -33.2% | +17.8% | -51.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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