+414.3%
VUG vs VRSK
+126.1%
+288.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.5% | -5.2% | +4.7% | +1.8% |
| 30D | -1.0% | -2.3% | +1.4% | -0.2% |
| 3M | +3.5% | -2.9% | +6.4% | +3.3% |
| 6M | +14.2% | -12.8% | +27.0% | +18.8% |
| YTD | +8.5% | -20.8% | +29.3% | +17.7% |
| 1Y | +12.9% | -33.2% | +46.1% | +33.1% |
| 3Y | +85.6% | -26.6% | +112.2% | +99.8% |
| 5Y | +78.1% | -11.3% | +89.5% | +67.3% |
| All | +414.3% | +126.1% | +288.3% | +198.0% |
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