+578.1%
VRSK vs BUD
+147.7%
+430.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.8% | -5.4% |
| 7D | -9.7% | +0.8% | -10.5% | -9.9% |
| 30D | -8.5% | -4.8% | -3.7% | -7.4% |
| 3M | -1.7% | +1.4% | -3.0% | -2.0% |
| 6M | -17.9% | +9.9% | -27.7% | -20.1% |
| YTD | -21.1% | +26.3% | -47.5% | -25.9% |
| 1Y | -35.1% | +36.1% | -71.3% | -40.3% |
| 3Y | -26.7% | +48.6% | -75.3% | -34.9% |
| 5Y | -12.0% | +45.0% | -57.0% | -22.6% |
| 10Y | +122.9% | -23.1% | +146.0% | +118.9% |
| All | +578.1% | +147.7% | +430.4% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling