+405.1%
META vs VRSK
+125.6%
+279.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +5.5% | -7.7% | +13.3% | +9.5% |
| 30D | +7.6% | -2.8% | +10.4% | +8.7% |
| 3M | +13.0% | -3.7% | +16.7% | +13.7% |
| 6M | -1.3% | -12.8% | +11.5% | +3.4% |
| YTD | -2.2% | -21.0% | +18.8% | +7.1% |
| 1Y | -14.0% | -32.5% | +18.4% | +1.7% |
| 3Y | +118.2% | -26.5% | +144.7% | +136.0% |
| 5Y | +71.7% | -11.5% | +83.2% | +62.1% |
| All | +405.1% | +125.6% | +279.5% | +188.4% |
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