-11.1%
VRSK vs VMC
+47.0%
-58.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -5.2% | -3.8% | -1.4% | -4.2% |
| 30D | -2.3% | -9.7% | +7.4% | +0.2% |
| 3M | -2.9% | -9.6% | +6.7% | -0.6% |
| 6M | -12.8% | -4.8% | -8.0% | -12.4% |
| YTD | -20.8% | -10.9% | -9.9% | -19.6% |
| 1Y | -33.2% | -15.6% | -17.6% | -31.1% |
| 3Y | -26.6% | +19.3% | -45.9% | -35.0% |
| All | -11.1% | +47.0% | -58.1% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling