+124.0%
VRSK vs VMC
+156.6%
-32.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -5.2% | -3.8% | -1.4% | -4.3% |
| 30D | -2.3% | -9.7% | +7.4% | 0.0% |
| 3M | -2.9% | -9.6% | +6.7% | -0.8% |
| 6M | -12.8% | -4.8% | -8.0% | -12.3% |
| YTD | -20.8% | -10.9% | -9.9% | -19.5% |
| 1Y | -33.2% | -15.6% | -17.6% | -31.2% |
| 3Y | -26.6% | +19.3% | -45.9% | -32.1% |
| 5Y | -11.3% | +48.0% | -59.3% | -23.3% |
| All | +124.0% | +156.6% | -32.6% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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