+1,560.5%
META vs VRSK
+353.1%
+1,207.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.4% |
| 7D | -0.2% | +4.1% | -4.3% | -2.2% |
| 30D | -15.4% | +16.1% | -31.4% | -21.4% |
| 3M | +5.0% | +14.1% | -9.1% | -2.4% |
| 6M | +5.2% | +22.9% | -17.7% | -6.9% |
| YTD | -4.5% | -7.2% | +2.7% | -4.4% |
| 1Y | +0.6% | -3.4% | +4.0% | -1.5% |
| 3Y | +93.1% | -11.5% | +104.6% | +89.4% |
| 5Y | +93.7% | +0.2% | +93.5% | +75.2% |
| 10Y | +433.3% | +161.3% | +272.0% | +207.4% |
| All | +1,560.5% | +353.1% | +1,207.3% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling