+124.0%
VRSK vs SCHG
+459.0%
-335.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -5.2% | -1.0% | -4.1% | -4.6% |
| 30D | -2.3% | -1.3% | -1.1% | -1.6% |
| 3M | -2.9% | +5.4% | -8.4% | -6.2% |
| 6M | -12.8% | +14.4% | -27.2% | -20.2% |
| YTD | -20.8% | +8.0% | -28.8% | -25.0% |
| 1Y | -33.2% | +12.7% | -45.9% | -38.8% |
| 3Y | -26.6% | +85.6% | -112.2% | -53.8% |
| 5Y | -11.3% | +85.5% | -96.8% | -45.4% |
| All | +124.0% | +459.0% | -335.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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