+579.5%
VRSK vs BR
+1,079.3%
-499.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -7.7% | -6.0% | -1.8% | -4.7% |
| 30D | -2.8% | -0.9% | -2.0% | -2.3% |
| 3M | -3.7% | +16.4% | -20.1% | -11.0% |
| 6M | -12.8% | -8.2% | -4.6% | -9.2% |
| YTD | -21.0% | -23.2% | +2.2% | -10.1% |
| 1Y | -32.5% | -30.9% | -1.5% | -18.9% |
| 3Y | -26.5% | -5.0% | -21.5% | -25.4% |
| 5Y | -11.5% | +8.8% | -20.3% | -17.2% |
| 10Y | +125.7% | +190.1% | -64.4% | +34.8% |
| All | +579.5% | +1,079.3% | -499.7% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling