-11.1%
VRSK vs BUD
+44.8%
-55.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -5.2% | -2.6% | -2.5% | -4.7% |
| 30D | -2.3% | -1.2% | -1.1% | -2.1% |
| 3M | -2.9% | -4.9% | +2.0% | -2.2% |
| 6M | -12.8% | +9.3% | -22.1% | -14.4% |
| YTD | -20.8% | +24.0% | -44.8% | -24.2% |
| 1Y | -33.2% | +34.5% | -67.8% | -37.2% |
| 3Y | -26.6% | +43.7% | -70.2% | -33.1% |
| All | -11.1% | +44.8% | -55.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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