+194.1%
VRSK vs AR
-27.2%
+221.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -3.1% | +2.5% | -5.6% | -3.2% |
| 30D | -1.6% | +14.8% | -16.4% | -2.2% |
| 3M | +3.5% | +6.2% | -2.7% | +3.2% |
| 6M | -13.4% | +4.3% | -17.7% | -13.6% |
| YTD | -16.5% | +14.4% | -30.9% | -17.1% |
| 1Y | -30.6% | +21.3% | -51.9% | -31.3% |
| 3Y | -21.9% | +39.8% | -61.7% | -23.7% |
| 5Y | -6.3% | +142.1% | -148.4% | -11.2% |
| 10Y | +133.1% | +52.0% | +81.0% | +118.7% |
| All | +194.1% | -27.2% | +221.3% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling