+47.8%
AGG vs VRSK
+586.4%
-538.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -5.2% | +4.1% | -1.0% |
| 30D | -1.1% | -2.3% | +1.2% | -1.1% |
| 3M | -1.9% | -2.9% | +1.0% | -1.9% |
| 6M | -1.7% | -12.8% | +11.1% | -1.6% |
| YTD | -1.3% | -20.8% | +19.5% | -1.0% |
| 1Y | -0.7% | -33.2% | +32.5% | -0.3% |
| 3Y | +12.5% | -26.6% | +39.1% | +12.9% |
| 5Y | -2.5% | -11.3% | +8.8% | -2.5% |
| 10Y | +14.2% | +126.1% | -111.9% | +16.2% |
| All | +47.8% | +586.4% | -538.6% | +55.5% |
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