+93.7%
META vs VRSK
-0.5%
+94.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -0.2% | +4.1% | -4.3% | -1.6% |
| 30D | -15.4% | +16.1% | -31.4% | -19.7% |
| 3M | +5.0% | +14.1% | -9.1% | -0.2% |
| 6M | +5.2% | +22.9% | -17.7% | -3.8% |
| YTD | -4.5% | -7.2% | +2.7% | -2.4% |
| 1Y | +0.6% | -3.4% | +4.0% | +0.7% |
| 3Y | +93.1% | -11.5% | +104.6% | +87.9% |
| 5Y | +93.7% | +0.2% | +93.5% | +62.9% |
| All | +93.7% | -0.5% | +94.2% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling