-33.2%
VRSK vs A
+18.0%
-51.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | -5.2% | -2.6% | -2.6% | -4.9% |
| 30D | -2.3% | -0.9% | -1.4% | -2.3% |
| 3M | -2.9% | +13.6% | -16.6% | -4.0% |
| 6M | -12.8% | +27.8% | -40.6% | -14.5% |
| YTD | -20.8% | +8.6% | -29.4% | -21.2% |
| 1Y | -33.2% | +16.9% | -50.1% | -33.4% |
| All | -33.2% | +18.0% | -51.2% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling