-9.2%
VRSK vs VFC
+52.5%
-61.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.4% |
| 7D | +4.2% | +21.5% | -17.2% | +3.9% |
| 30D | +21.2% | +46.7% | -25.5% | +20.8% |
| 3M | +2.9% | +38.4% | -35.5% | +2.6% |
| 6M | +11.3% | +15.2% | -3.9% | +10.6% |
| YTD | -10.8% | +17.8% | -28.7% | -11.2% |
| 1Y | -9.2% | +55.6% | -64.7% | -7.9% |
| All | -9.2% | +52.5% | -61.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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