+2,486.9%
VRT vs VRSK
+63.0%
+2,423.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -8.4% | -5.2% | -3.2% | -7.2% |
| 30D | -10.9% | -2.3% | -8.5% | -10.7% |
| 3M | -13.7% | -2.9% | -10.8% | -14.7% |
| 6M | -4.1% | -12.8% | +8.7% | -2.5% |
| YTD | +58.7% | -20.8% | +79.6% | +66.6% |
| 1Y | +89.6% | -33.2% | +122.8% | +113.6% |
| 3Y | +558.1% | -26.6% | +584.7% | +569.5% |
| 5Y | +953.0% | -11.3% | +964.3% | +851.8% |
| All | +2,486.9% | +63.0% | +2,423.9% | +1,917.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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