-2.1%
VRSK vs COMP
+6.6%
-8.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | -2.4% | +8.9% | -11.3% | -2.4% |
| 30D | +16.8% | +14.0% | +2.8% | +16.6% |
| 3M | +14.7% | -21.1% | +35.8% | +14.5% |
| 6M | +24.7% | +20.1% | +4.6% | +25.4% |
| YTD | -7.0% | -5.0% | -2.0% | -5.5% |
| 1Y | -2.1% | +5.7% | -7.8% | +0.1% |
| All | -2.1% | +6.6% | -8.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling