-9.2%
VRSK vs VSH
+62.1%
-71.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | -0.4% |
| 7D | +4.2% | -13.6% | +17.9% | +2.1% |
| 30D | +21.2% | -30.4% | +51.5% | +15.7% |
| 3M | +2.9% | -33.3% | +36.2% | -1.6% |
| 6M | +11.3% | -15.1% | +26.4% | +8.1% |
| YTD | -10.8% | +80.2% | -91.1% | -10.8% |
| 1Y | -9.2% | +63.4% | -72.5% | -9.2% |
| All | -9.2% | +62.1% | -71.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling