+580.9%
VRSK vs BG
+202.3%
+378.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -5.2% | +3.1% | -8.3% | -5.7% |
| 30D | -2.3% | +10.2% | -12.5% | -4.1% |
| 3M | -2.9% | -1.7% | -1.2% | -3.0% |
| 6M | -12.8% | +1.0% | -13.8% | -13.4% |
| YTD | -20.8% | +39.9% | -60.7% | -25.9% |
| 1Y | -33.2% | +53.2% | -86.4% | -38.7% |
| 3Y | -26.6% | +16.3% | -42.8% | -29.9% |
| 5Y | -11.3% | +83.9% | -95.2% | -24.4% |
| 10Y | +126.1% | +165.1% | -39.0% | +65.4% |
| All | +580.9% | +202.3% | +378.6% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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