+0.8%
META vs VRSK
-8.8%
+9.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.5% |
| 7D | +2.9% | +4.2% | -1.4% | +3.0% |
| 30D | -15.1% | +21.2% | -36.3% | -15.0% |
| 3M | +7.2% | +2.9% | +4.3% | +7.6% |
| 6M | +3.4% | +11.3% | -7.9% | +4.5% |
| YTD | -4.3% | -10.8% | +6.5% | -1.7% |
| 1Y | +0.8% | -9.2% | +9.9% | +3.5% |
| All | +0.8% | -8.8% | +9.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling