+221.8%
VT vs VRSK
+162.8%
+59.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.4% | +1.6% | +0.8% | +1.8% |
| 30D | -1.5% | +15.1% | -16.6% | -6.5% |
| 3M | -4.1% | +12.1% | -16.2% | -8.6% |
| 6M | +0.6% | +29.4% | -28.8% | -10.3% |
| YTD | +11.0% | -6.4% | +17.4% | +11.3% |
| 1Y | +13.3% | -3.6% | +16.9% | +12.0% |
| 3Y | +73.4% | -10.9% | +84.3% | +71.4% |
| 5Y | +57.4% | -0.5% | +57.9% | +44.2% |
| All | +221.8% | +162.8% | +59.0% | +87.3% |
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