+580.9%
VRSK vs VO
+639.4%
-58.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -5.2% | -1.5% | -3.6% | -4.2% |
| 30D | -2.3% | -3.0% | +0.7% | -0.4% |
| 3M | -2.9% | +2.8% | -5.8% | -4.8% |
| 6M | -12.8% | +10.9% | -23.7% | -19.0% |
| YTD | -20.8% | +12.5% | -33.3% | -27.2% |
| 1Y | -33.2% | +12.0% | -45.2% | -38.5% |
| 3Y | -26.6% | +56.3% | -82.9% | -46.9% |
| 5Y | -11.3% | +42.9% | -54.3% | -32.3% |
| 10Y | +126.1% | +198.8% | -72.6% | +6.9% |
| All | +580.9% | +639.4% | -58.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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