+579.5%
VRSK vs VIG
+647.9%
-68.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -7.7% | -2.2% | -5.5% | -6.0% |
| 30D | -2.8% | -3.2% | +0.4% | -0.1% |
| 3M | -3.7% | +3.0% | -6.7% | -6.1% |
| 6M | -12.8% | +8.1% | -20.9% | -18.6% |
| YTD | -21.0% | +9.1% | -30.0% | -26.9% |
| 1Y | -32.5% | +12.6% | -45.0% | -39.3% |
| 3Y | -26.5% | +55.4% | -81.9% | -50.5% |
| 5Y | -11.5% | +62.8% | -74.3% | -42.6% |
| 10Y | +125.7% | +246.6% | -120.9% | -18.5% |
| All | +579.5% | +647.9% | -68.3% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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