-11.1%
VRSK vs BEN
+36.0%
-47.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -3.1% | -2.1% | -4.7% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | -2.9% | +6.8% | -9.8% | -4.3% |
| 6M | -12.8% | +38.1% | -50.9% | -18.6% |
| YTD | -20.8% | +44.3% | -65.2% | -26.9% |
| 1Y | -33.2% | +42.6% | -75.8% | -38.3% |
| 3Y | -26.6% | +52.3% | -78.9% | -34.5% |
| All | -11.1% | +36.0% | -47.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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