+580.9%
VRSK vs VEU
+227.4%
+353.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.3% |
| 7D | -5.2% | -1.4% | -3.7% | -4.5% |
| 30D | -2.3% | -0.4% | -1.9% | -2.2% |
| 3M | -2.9% | +2.5% | -5.5% | -4.6% |
| 6M | -12.8% | +11.1% | -24.0% | -18.6% |
| YTD | -20.8% | +16.5% | -37.3% | -28.1% |
| 1Y | -33.2% | +22.9% | -56.1% | -41.3% |
| 3Y | -26.6% | +73.4% | -100.0% | -47.3% |
| 5Y | -11.3% | +56.1% | -67.4% | -32.9% |
| 10Y | +126.1% | +153.0% | -26.9% | +32.6% |
| All | +580.9% | +227.4% | +353.5% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling