+50.4%
RSP vs VRSK
-11.3%
+61.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -3.1% | -7.7% | +4.6% | -1.1% |
| 30D | -3.4% | -2.8% | -0.6% | -2.8% |
| 3M | +3.6% | -3.7% | +7.3% | +4.0% |
| 6M | +9.0% | -12.8% | +21.7% | +12.3% |
| YTD | +12.2% | -21.0% | +33.2% | +19.2% |
| 1Y | +15.6% | -32.5% | +48.0% | +29.8% |
| 3Y | +51.6% | -26.5% | +78.2% | +61.0% |
| 5Y | +50.4% | -11.5% | +61.9% | +41.1% |
| All | +50.4% | -11.3% | +61.7% | +41.1% |
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