-14.9%
VRSK vs A
+27.6%
-42.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.6% |
| 7D | -5.4% | -4.4% | -1.0% | -4.9% |
| 30D | -1.8% | -2.7% | +0.9% | -1.5% |
| 3M | -2.2% | +7.0% | -9.3% | -3.0% |
| 6M | -14.9% | +24.6% | -39.5% | -16.7% |
| All | -14.9% | +27.6% | -42.5% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling