+123.5%
VRSK vs ACWI
+230.9%
-107.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.6% |
| 7D | -7.7% | -1.9% | -5.8% | -6.4% |
| 30D | -2.8% | -1.3% | -1.5% | -1.9% |
| 3M | -3.7% | +5.0% | -8.7% | -7.6% |
| 6M | -12.8% | +11.7% | -24.5% | -20.8% |
| YTD | -21.0% | +13.0% | -33.9% | -29.0% |
| 1Y | -32.5% | +19.2% | -51.7% | -42.2% |
| 3Y | -26.5% | +75.0% | -101.5% | -55.5% |
| 5Y | -11.5% | +67.1% | -78.6% | -44.4% |
| All | +123.5% | +230.9% | -107.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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