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Manager Skill Review · Fund (strategy-level)

VIGRX — VANGUARD GROWTH INDEX FUND

Strategy-level ERM3 read from the fund's reported holdings — the mandate-accurate view. The stock-selection residual persists out of sample.

Large Growth · 109 holdings · eff. N 12 · top-10 72% · as of 2026-05-31

Summary Risk Profile

Return attribution vs risk decomposition

VANGUARD GROWTH INDEX FUND is a Large Growth strategy across 109 names (effective N 12, top-10 72%). VANGUARD GROWTH INDEX FUND's +26.7% trailing return was led by market beta (+33.6% market); stock selection contributed -1.3%. Over the trailing window stock selection detracted (-5% of gross); the risk decomposition is the steadier read.Beta to SPY 1.21 explains 89% of NAV variance; ERM3's multifactor model captures 97% · modeled-vs-reported NAV correlation 0.99 over 244 months.Evidence — not a recommendation.

Risk decomposition
This manager
92%
Tracked-pension composite · 12 mgrs
73%
22%
▸Key
Market
Sector
Subsector
Style tilt
Stock selection

Cumulative return

trailing 12m · gross vs buyable

Strategy-level read from the fund's reported holdings via the RiskModels ERM3 model. Figures are gross, holdings-derived, and within-mandate. Informational use only — not investment advice.

Local-First Data Policy — Your holdings are resolved locally against our Security Master. Data never leaves your machine.

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Manager SkillAllocatorsExamplesEvidenceAnalyst
Checking session...

Manager Skill Review · Fund (strategy-level)

VIGRX — VANGUARD GROWTH INDEX FUND

Strategy-level ERM3 read from the fund's reported holdings — the mandate-accurate view. The stock-selection residual persists out of sample.

Large Growth · 109 holdings · eff. N 12 · top-10 72% · as of 2026-05-31

Summary Risk Profile

Return attribution vs risk decomposition

VANGUARD GROWTH INDEX FUND is a Large Growth strategy across 109 names (effective N 12, top-10 72%). VANGUARD GROWTH INDEX FUND's +26.7% trailing return was led by market beta (+33.6% market); stock selection contributed -1.3%. Over the trailing window stock selection detracted (-5% of gross); the risk decomposition is the steadier read.Beta to SPY 1.21 explains 89% of NAV variance; ERM3's multifactor model captures 97% · modeled-vs-reported NAV correlation 0.99 over 244 months.Evidence — not a recommendation.

Risk decomposition
This manager
92%
Tracked-pension composite · 12 mgrs
73%
22%
▸Key
Market
Sector
Subsector
Style tilt
Stock selection

Cumulative return

trailing 12m · gross vs buyable

Strategy-level read from the fund's reported holdings via the RiskModels ERM3 model. Figures are gross, holdings-derived, and within-mandate. Informational use only — not investment advice.

Local-First Data Policy — Your holdings are resolved locally against our Security Master. Data never leaves your machine.

The Engine
  • API
  • SDK
  • CLI
The Science
  • Methodology
  • ERM3 overview
  • SEC Filing Calendar
Infrastructure
  • Privacy
  • Terms
RiskModelsResearch/Workspace/
Gross +36.7%Buyable +40.7%Selection gap -4.0%
API

© 2026 RiskModels.app|System Status:Operational|Built for the Intelligent Retailer.

Informational use only — not investment advice. Blue Water Macro Corp.

Gross +36.7%Buyable +40.7%Selection gap -4.0%
API

© 2026 RiskModels.app|System Status:Operational|Built for the Intelligent Retailer.

Informational use only — not investment advice. Blue Water Macro Corp.