-3.9%
VRSK vs VT
+57.4%
-61.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | +12.9% | -2.6% | +15.5% | +13.9% |
| 3M | +4.9% | -3.2% | +8.1% | +6.0% |
| 6M | +17.3% | +0.9% | +16.4% | +15.7% |
| YTD | -9.6% | +11.3% | -20.9% | -16.1% |
| 1Y | -5.6% | +14.0% | -19.6% | -13.8% |
| 3Y | -12.9% | +75.8% | -88.8% | -42.8% |
| 5Y | -3.9% | +57.8% | -61.8% | -31.4% |
| All | -3.9% | +57.4% | -61.3% | -31.4% |
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