-1.2%
VRSK vs COMP
-12.0%
+10.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -2.4% | +8.9% | -11.3% | -3.0% |
| 30D | +16.8% | +14.0% | +2.8% | +15.6% |
| 3M | +14.7% | -21.1% | +35.8% | +16.0% |
| 6M | +24.7% | +20.1% | +4.6% | +22.6% |
| YTD | -7.0% | -5.0% | -2.0% | -7.8% |
| 1Y | -2.1% | +5.7% | -7.8% | -3.7% |
| 3Y | -11.4% | +412.2% | -423.6% | -25.2% |
| 5Y | -1.2% | -12.1% | +10.9% | -5.4% |
| All | -1.2% | -12.0% | +10.8% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling