+852.9%
VIAV vs VRSK
+585.1%
+267.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.1% |
| 7D | +11.2% | -7.7% | +18.9% | +14.2% |
| 30D | -2.6% | -2.8% | +0.2% | -2.4% |
| 3M | -20.1% | -3.7% | -16.4% | -21.4% |
| 6M | +25.8% | -12.8% | +38.6% | +27.2% |
| YTD | +109.9% | -21.0% | +130.8% | +120.2% |
| 1Y | +214.3% | -32.5% | +246.8% | +253.5% |
| 3Y | +281.6% | -26.5% | +308.2% | +297.8% |
| 5Y | +132.6% | -11.5% | +144.1% | +114.6% |
| 10Y | +396.7% | +125.7% | +271.0% | +165.3% |
| All | +852.9% | +585.1% | +267.8% | +120.1% |
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 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