+835.5%
VTI vs VRSK
+585.1%
+250.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -7.7% | +5.7% | +1.0% |
| 30D | -1.9% | -2.8% | +0.9% | -1.1% |
| 3M | +4.5% | -3.7% | +8.3% | +4.9% |
| 6M | +12.6% | -12.8% | +25.4% | +16.6% |
| YTD | +12.0% | -21.0% | +33.0% | +20.1% |
| 1Y | +17.3% | -32.5% | +49.8% | +33.9% |
| 3Y | +75.3% | -26.5% | +101.9% | +88.3% |
| 5Y | +74.0% | -11.5% | +85.5% | +68.5% |
| 10Y | +300.0% | +125.7% | +174.3% | +158.0% |
| All | +835.5% | +585.1% | +250.4% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling