-11.3%
VRSK vs VFC
-79.1%
+67.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -7.7% | -3.3% | -4.5% | -7.6% |
| 30D | -2.8% | -14.0% | +11.2% | -2.0% |
| 3M | -3.7% | -22.6% | +18.8% | -2.5% |
| 6M | -12.8% | -24.7% | +11.9% | -11.7% |
| YTD | -21.0% | -29.0% | +8.0% | -19.9% |
| 1Y | -32.5% | -13.8% | -18.7% | -32.5% |
| 3Y | -26.5% | -28.2% | +1.7% | -28.6% |
| All | -11.3% | -79.1% | +67.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling