+75.8%
VT vs VRSK
-13.1%
+89.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -2.6% | +12.9% | -15.5% | -2.8% |
| 3M | -3.2% | +4.9% | -8.1% | -3.2% |
| 6M | +0.9% | +17.3% | -16.4% | +0.2% |
| YTD | +11.3% | -9.6% | +20.9% | +13.3% |
| 1Y | +14.0% | -5.6% | +19.6% | +15.3% |
| 3Y | +75.8% | -12.9% | +88.8% | +81.1% |
| All | +75.8% | -13.1% | +89.0% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling