+124.0%
VRSK vs VFC
-69.1%
+193.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.3% |
| 7D | -5.2% | -1.4% | -3.8% | -5.0% |
| 30D | -2.3% | -9.0% | +6.7% | -1.2% |
| 3M | -2.9% | -24.2% | +21.2% | 0.0% |
| 6M | -12.8% | -18.5% | +5.7% | -11.3% |
| YTD | -20.8% | -25.9% | +5.1% | -18.8% |
| 1Y | -33.2% | -13.0% | -20.2% | -33.4% |
| 3Y | -26.6% | -20.3% | -6.2% | -32.1% |
| 5Y | -11.3% | -78.1% | +66.8% | +13.5% |
| All | +124.0% | -69.1% | +193.0% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling