-12.0%
VRSK vs VT
+66.2%
-78.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -9.7% | +1.0% | -10.7% | -10.1% |
| 30D | -8.5% | -0.2% | -8.3% | -8.4% |
| 3M | -1.7% | +4.5% | -6.2% | -4.1% |
| 6M | -17.9% | +14.1% | -31.9% | -24.1% |
| YTD | -21.1% | +14.8% | -35.9% | -27.5% |
| 1Y | -35.1% | +21.2% | -56.3% | -42.6% |
| 3Y | -26.7% | +76.6% | -103.3% | -51.3% |
| 5Y | -12.0% | +66.6% | -78.6% | -39.9% |
| All | -12.0% | +66.2% | -78.2% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling