-25.8%
VRSK vs COMP
+214.1%
-239.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | -5.4% | +0.8% | -6.3% | -5.4% |
| 30D | -1.8% | -13.9% | +12.1% | -1.4% |
| 3M | -2.2% | +30.7% | -33.0% | -2.8% |
| 6M | -14.9% | +18.7% | -33.6% | -15.2% |
| YTD | -20.0% | +1.0% | -21.1% | -20.0% |
| 1Y | -33.1% | +15.1% | -48.2% | -33.6% |
| All | -25.8% | +214.1% | -239.9% | -27.1% |
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 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