+205.8%
RSP vs VRSK
+126.1%
+79.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | -5.2% | +3.3% | +0.2% |
| 30D | -2.8% | -2.3% | -0.5% | -2.1% |
| 3M | +2.8% | -2.9% | +5.8% | +3.0% |
| 6M | +10.2% | -12.8% | +23.0% | +14.8% |
| YTD | +13.1% | -20.8% | +33.9% | +22.2% |
| 1Y | +14.8% | -33.2% | +48.0% | +33.8% |
| 3Y | +52.6% | -26.6% | +79.2% | +65.4% |
| 5Y | +51.6% | -11.3% | +63.0% | +45.0% |
| All | +205.8% | +126.1% | +79.8% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling