-30.6%
VRSK vs FIVE
+66.7%
-97.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -2.3% |
| 7D | -3.1% | +4.3% | -7.4% | -2.9% |
| 30D | -1.6% | +12.5% | -14.1% | -0.7% |
| 3M | +3.5% | +31.2% | -27.7% | +5.6% |
| 6M | -13.4% | +14.4% | -27.7% | -12.5% |
| YTD | -16.5% | +33.9% | -50.4% | -14.1% |
| 1Y | -30.6% | +65.1% | -95.6% | -27.2% |
| All | -30.6% | +66.7% | -97.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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