-14.7%
VRSK vs AS
+131.9%
-146.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.0% |
| 7D | +4.1% | -3.0% | +7.1% | +4.2% |
| 30D | +16.1% | +9.6% | +6.5% | +15.7% |
| 3M | +14.1% | -8.2% | +22.3% | +14.2% |
| 6M | +22.9% | -9.9% | +32.8% | +23.0% |
| YTD | -7.2% | -16.8% | +9.6% | -6.9% |
| 1Y | -3.4% | +3.0% | -6.3% | -3.8% |
| All | -14.7% | +131.9% | -146.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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