+51.7%
NDAQ vs VRSK
-11.9%
+63.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -6.8% | -7.7% | +0.9% | -3.4% |
| 30D | -3.2% | -2.8% | -0.3% | -2.1% |
| 3M | +6.5% | -3.7% | +10.2% | +7.6% |
| 6M | +5.7% | -12.8% | +18.5% | +11.3% |
| YTD | -4.6% | -21.0% | +16.3% | +5.1% |
| 1Y | -1.6% | -32.5% | +30.9% | +16.6% |
| 3Y | +86.4% | -26.5% | +113.0% | +106.6% |
| All | +51.7% | -11.9% | +63.6% | +48.6% |
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