+124.0%
VRSK vs VEU
+155.0%
-31.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.4% |
| 7D | -5.2% | -1.4% | -3.7% | -4.4% |
| 30D | -2.3% | -0.4% | -1.9% | -2.1% |
| 3M | -2.9% | +2.5% | -5.5% | -5.0% |
| 6M | -12.8% | +11.1% | -24.0% | -19.8% |
| YTD | -20.8% | +16.5% | -37.3% | -29.8% |
| 1Y | -33.2% | +22.9% | -56.1% | -43.1% |
| 3Y | -26.6% | +73.4% | -100.0% | -52.2% |
| 5Y | -11.3% | +56.1% | -67.4% | -37.8% |
| All | +124.0% | +155.0% | -31.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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