-12.8%
META vs VRSK
-32.7%
+19.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.1% | +6.6% |
| 7D | +10.3% | -5.4% | +15.7% | +10.0% |
| 30D | +9.9% | -1.8% | +11.6% | +9.8% |
| 3M | +11.9% | -2.2% | +14.2% | +12.4% |
| 6M | +1.2% | -14.9% | +16.1% | +0.8% |
| YTD | -0.8% | -20.0% | +19.2% | -3.1% |
| All | -12.8% | -32.7% | +19.9% | -17.5% |
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