+404.6%
VIAV vs VRSK
+126.1%
+278.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +11.2% | -5.2% | +16.3% | +12.5% |
| 30D | -10.1% | -2.3% | -7.8% | -10.1% |
| 3M | -22.9% | -2.9% | -19.9% | -24.2% |
| 6M | +28.8% | -12.8% | +41.6% | +30.2% |
| YTD | +117.5% | -20.8% | +138.3% | +127.4% |
| 1Y | +216.1% | -33.2% | +249.3% | +254.6% |
| 3Y | +292.2% | -26.6% | +318.8% | +306.6% |
| 5Y | +141.0% | -11.3% | +152.3% | +120.8% |
| All | +404.6% | +126.1% | +278.5% | +202.9% |
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