+2,487.4%
GOOG vs VRSK
+585.1%
+1,902.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -2.5% | -7.7% | +5.2% | +0.6% |
| 30D | -3.6% | -2.8% | -0.8% | -2.8% |
| 3M | -6.4% | -3.7% | -2.7% | -6.1% |
| 6M | +7.8% | -12.8% | +20.5% | +11.7% |
| YTD | +5.5% | -21.0% | +26.5% | +13.4% |
| 1Y | +38.3% | -32.5% | +70.7% | +58.3% |
| 3Y | +143.1% | -26.5% | +169.6% | +158.7% |
| 5Y | +135.0% | -11.5% | +146.5% | +125.0% |
| 10Y | +778.1% | +125.7% | +652.4% | +453.6% |
| All | +2,487.4% | +585.1% | +1,902.3% | +997.7% |
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