+158.9%
VRSK vs VT
+217.6%
-58.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +3.6% | -0.1% | +3.7% | +3.3% |
| 30D | +14.9% | -3.1% | +17.9% | +16.7% |
| 3M | +12.9% | -3.5% | +16.4% | +14.9% |
| 6M | +19.3% | +0.5% | +18.9% | +17.1% |
| YTD | -8.1% | +10.8% | -18.8% | -16.9% |
| 1Y | -3.2% | +11.9% | -15.1% | -13.3% |
| 3Y | -12.3% | +73.0% | -85.3% | -46.6% |
| 5Y | -1.2% | +58.6% | -59.8% | -35.4% |
| 10Y | +158.9% | +219.2% | -60.3% | -12.0% |
| All | +158.9% | +217.6% | -58.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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