+1,197.0%
VST vs VRSK
+128.7%
+1,068.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +2.0% | -7.7% | +9.7% | +3.6% |
| 30D | +1.5% | -2.8% | +4.3% | +1.8% |
| 3M | +6.3% | -3.7% | +10.0% | +5.9% |
| 6M | -10.3% | -12.8% | +2.5% | -8.8% |
| YTD | -8.6% | -21.0% | +12.4% | -4.7% |
| 1Y | -29.3% | -32.5% | +3.1% | -23.0% |
| 3Y | +344.9% | -26.5% | +371.5% | +349.3% |
| 5Y | +774.8% | -11.5% | +786.3% | +690.8% |
| All | +1,197.0% | +128.7% | +1,068.3% | +781.6% |
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