+57.8%
VT vs VRSK
-3.3%
+61.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.3% |
| 30D | -2.6% | +12.9% | -15.5% | -4.9% |
| 3M | -3.2% | +4.9% | -8.1% | -4.4% |
| 6M | +0.9% | +17.3% | -16.4% | -3.3% |
| YTD | +11.3% | -9.6% | +20.9% | +13.7% |
| 1Y | +14.0% | -5.6% | +19.6% | +14.7% |
| 3Y | +75.8% | -12.9% | +88.8% | +75.7% |
| 5Y | +57.8% | -3.9% | +61.8% | +44.2% |
| All | +57.8% | -3.3% | +61.2% | +44.2% |
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