+780.6%
VST vs VRSK
-12.0%
+792.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.2% | +1.4% |
| 7D | +9.9% | -9.7% | +19.6% | +9.4% |
| 30D | +7.9% | -8.5% | +16.4% | +7.6% |
| 3M | +3.4% | -1.7% | +5.1% | +2.9% |
| 6M | -4.1% | -17.9% | +13.8% | -3.6% |
| YTD | -5.7% | -21.1% | +15.4% | -4.9% |
| 1Y | -18.9% | -35.1% | +16.3% | -16.1% |
| 3Y | +359.1% | -26.7% | +385.7% | +344.4% |
| All | +780.6% | -12.0% | +792.7% | +631.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling