-3.4%
VRSK vs AS
+2.8%
-6.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.7% |
| 6M | +22.9% | -9.9% | +32.8% | +22.6% |
| YTD | -7.2% | -16.8% | +9.6% | -7.7% |
| 1Y | -3.4% | +3.0% | -6.3% | -3.6% |
| All | -3.4% | +2.8% | -6.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling