+1,527.5%
META vs VRSK
+307.6%
+1,219.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.1% |
| 7D | +6.7% | -3.1% | +9.8% | +8.1% |
| 30D | +4.8% | -1.6% | +6.3% | +5.2% |
| 3M | -1.6% | +3.5% | -5.1% | -4.1% |
| 6M | -7.5% | -13.4% | +5.9% | -2.8% |
| YTD | -6.4% | -16.5% | +10.1% | -0.5% |
| 1Y | -17.3% | -30.6% | +13.2% | -4.4% |
| 3Y | +109.9% | -21.9% | +131.8% | +120.7% |
| 5Y | +65.4% | -6.3% | +71.6% | +55.3% |
| 10Y | +391.8% | +133.1% | +258.7% | +201.8% |
| All | +1,527.5% | +307.6% | +1,219.9% | +778.2% |
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