-10.1%
VRSK vs ACWI
+67.2%
-77.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -1.8% | -0.6% | -1.2% | -1.5% |
| 3M | -2.2% | +4.3% | -6.5% | -4.6% |
| 6M | -14.9% | +12.7% | -27.6% | -20.8% |
| YTD | -20.0% | +13.9% | -33.9% | -26.2% |
| 1Y | -33.1% | +20.5% | -53.7% | -40.6% |
| 3Y | -25.6% | +76.5% | -102.2% | -50.7% |
| 5Y | -10.1% | +67.5% | -77.6% | -38.8% |
| All | -10.1% | +67.2% | -77.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling