+579.5%
VRSK vs VFC
+16.7%
+562.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -7.7% | -4.0% | -3.8% | -7.2% |
| 30D | -2.8% | -14.6% | +11.8% | -0.6% |
| 3M | -3.7% | -23.1% | +19.4% | -0.4% |
| 6M | -12.8% | -25.2% | +12.5% | -9.9% |
| YTD | -21.0% | -29.5% | +8.5% | -17.9% |
| 1Y | -32.5% | -14.4% | -18.1% | -32.5% |
| 3Y | -26.5% | -28.7% | +2.2% | -31.2% |
| 5Y | -11.5% | -79.1% | +67.6% | +12.3% |
| 10Y | +125.7% | -69.4% | +195.1% | +140.7% |
| All | +579.5% | +16.7% | +562.8% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling