+124.0%
VRSK vs A
+256.4%
-132.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.7% |
| 7D | -5.2% | -2.6% | -2.6% | -4.3% |
| 30D | -2.3% | -0.9% | -1.4% | -2.1% |
| 3M | -2.9% | +13.6% | -16.6% | -7.3% |
| 6M | -12.8% | +27.8% | -40.6% | -20.8% |
| YTD | -20.8% | +8.6% | -29.4% | -24.0% |
| 1Y | -33.2% | +16.9% | -50.1% | -37.9% |
| 3Y | -26.6% | +32.9% | -59.5% | -38.1% |
| 5Y | -11.3% | -14.1% | +2.8% | -11.0% |
| All | +124.0% | +256.4% | -132.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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