-11.1%
VRSK vs BR
+8.0%
-19.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -5.2% | -3.0% | -2.2% | -3.4% |
| 30D | -2.3% | -0.3% | -2.0% | -2.0% |
| 3M | -2.9% | +17.3% | -20.2% | -11.9% |
| 6M | -12.8% | -6.7% | -6.1% | -9.9% |
| YTD | -20.8% | -23.4% | +2.6% | -8.7% |
| 1Y | -33.2% | -32.7% | -0.5% | -17.4% |
| 3Y | -26.6% | -5.9% | -20.7% | -25.2% |
| All | -11.1% | +8.0% | -19.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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