+228.2%
VT vs VRSK
+128.2%
+100.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.1% |
| 7D | -0.1% | -5.4% | +5.3% | +1.7% |
| 30D | -0.7% | -1.8% | +1.1% | -0.3% |
| 3M | +4.0% | -2.2% | +6.2% | +3.6% |
| 6M | +12.3% | -14.9% | +27.2% | +17.2% |
| YTD | +14.0% | -20.0% | +34.0% | +21.4% |
| 1Y | +20.3% | -33.1% | +53.4% | +37.7% |
| 3Y | +75.4% | -25.6% | +101.1% | +86.3% |
| 5Y | +66.0% | -10.1% | +76.1% | +56.7% |
| 10Y | +228.2% | +128.4% | +99.8% | +100.7% |
| All | +228.2% | +128.2% | +100.0% | +100.7% |
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