+123.5%
VRSK vs FIVE
+483.6%
-360.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -7.7% | +0.6% | -8.3% | -7.9% |
| 30D | -2.8% | +3.0% | -5.8% | -3.4% |
| 3M | -3.7% | +23.2% | -26.9% | -6.8% |
| 6M | -12.8% | +9.2% | -21.9% | -14.6% |
| YTD | -21.0% | +28.1% | -49.1% | -24.6% |
| 1Y | -32.5% | +65.3% | -97.7% | -38.4% |
| 3Y | -26.5% | +49.4% | -75.9% | -34.3% |
| 5Y | -11.5% | +29.5% | -41.0% | -21.1% |
| All | +123.5% | +483.6% | -360.1% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling