+124.0%
VRSK vs FIVE
+491.7%
-367.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -5.2% | -3.0% | -2.1% | -4.8% |
| 30D | -2.3% | +2.7% | -5.0% | -2.8% |
| 3M | -2.9% | +21.1% | -24.0% | -5.8% |
| 6M | -12.8% | +11.9% | -24.7% | -15.0% |
| YTD | -20.8% | +29.9% | -50.7% | -24.6% |
| 1Y | -33.2% | +67.8% | -101.0% | -39.2% |
| 3Y | -26.6% | +52.8% | -79.4% | -34.6% |
| 5Y | -11.3% | +31.3% | -42.6% | -21.1% |
| All | +124.0% | +491.7% | -367.7% | +49.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling