+580.9%
VRSK vs AU
+193.4%
+387.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -5.2% | -4.3% | -0.9% | -5.0% |
| 30D | -2.3% | +7.3% | -9.6% | -2.5% |
| 3M | -2.9% | +26.3% | -29.2% | -3.7% |
| 6M | -12.8% | +1.8% | -14.6% | -13.1% |
| YTD | -20.8% | +26.8% | -47.6% | -21.9% |
| 1Y | -33.2% | +66.7% | -99.9% | -35.0% |
| 3Y | -26.6% | +579.1% | -605.6% | -33.5% |
| 5Y | -11.3% | +689.3% | -700.7% | -20.7% |
| 10Y | +126.1% | +686.6% | -560.5% | +102.2% |
| All | +580.9% | +193.4% | +387.5% | +542.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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