-10.9%
VRSK vs COMP
+423.6%
-434.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +15.1% | +16.6% | -1.5% | +14.6% |
| 3M | +12.1% | -23.5% | +35.6% | +12.6% |
| 6M | +29.4% | +25.7% | +3.7% | +28.7% |
| YTD | -6.4% | -3.4% | -2.9% | -6.3% |
| 1Y | -3.6% | +7.6% | -11.2% | -3.9% |
| 3Y | -10.9% | +423.6% | -434.5% | -9.6% |
| All | -10.9% | +423.6% | -434.5% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling