-11.3%
VRSK vs A
-16.5%
+5.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -7.7% | -4.6% | -3.2% | -6.7% |
| 30D | -2.8% | -4.3% | +1.4% | -1.8% |
| 3M | -3.7% | +8.9% | -12.7% | -5.9% |
| 6M | -12.8% | +24.5% | -37.3% | -18.0% |
| YTD | -21.0% | +5.8% | -26.8% | -22.5% |
| 1Y | -32.5% | +16.2% | -48.7% | -35.8% |
| 3Y | -26.5% | +28.5% | -55.0% | -35.4% |
| All | -11.3% | -16.5% | +5.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling