+641.7%
VTV vs VRSK
+586.4%
+55.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -5.2% | +4.1% | +0.7% |
| 30D | -1.0% | -2.3% | +1.3% | -0.4% |
| 3M | +4.6% | -2.9% | +7.6% | +4.8% |
| 6M | +13.5% | -12.8% | +26.3% | +17.4% |
| YTD | +18.5% | -20.8% | +39.3% | +26.4% |
| 1Y | +22.9% | -33.2% | +56.1% | +39.6% |
| 3Y | +67.8% | -26.6% | +94.4% | +80.1% |
| 5Y | +81.8% | -11.3% | +93.2% | +76.7% |
| 10Y | +233.0% | +126.1% | +106.9% | +119.1% |
| All | +641.7% | +586.4% | +55.3% | +228.2% |
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 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