+124.0%
VRSK vs VT
+229.8%
-105.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -5.2% | -1.1% | -4.1% | -4.4% |
| 30D | -2.3% | -1.0% | -1.3% | -1.6% |
| 3M | -2.9% | +3.2% | -6.1% | -5.6% |
| 6M | -12.8% | +12.5% | -25.3% | -21.2% |
| YTD | -20.8% | +14.1% | -34.9% | -29.4% |
| 1Y | -33.2% | +18.9% | -52.1% | -42.6% |
| 3Y | -26.6% | +74.1% | -100.7% | -54.9% |
| 5Y | -11.3% | +66.9% | -78.2% | -43.9% |
| All | +124.0% | +229.8% | -105.8% | -22.0% |
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