+63.9%
META vs VRSK
-10.6%
+74.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +1.4% |
| 7D | +6.0% | -9.7% | +15.7% | +9.7% |
| 30D | +3.6% | -8.5% | +12.1% | +6.5% |
| 3M | +4.9% | -1.7% | +6.6% | +4.6% |
| 6M | -4.7% | -17.9% | +13.2% | +1.8% |
| YTD | -6.9% | -21.1% | +14.2% | +1.0% |
| 1Y | -18.2% | -35.1% | +17.0% | -2.3% |
| 3Y | +107.8% | -26.7% | +134.4% | +119.0% |
| 5Y | +63.9% | -12.0% | +75.9% | +46.9% |
| All | +63.9% | -10.6% | +74.5% | +46.9% |
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