+265.9%
VRSK vs FIVE
+875.3%
-609.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.3% | -5.6% |
| 7D | -9.7% | +3.7% | -13.4% | -10.2% |
| 30D | -8.5% | +4.0% | -12.5% | -9.1% |
| 3M | -1.7% | +36.2% | -37.9% | -5.8% |
| 6M | -17.9% | +18.0% | -35.9% | -20.3% |
| YTD | -21.1% | +34.9% | -56.0% | -25.0% |
| 1Y | -35.1% | +67.9% | -103.1% | -40.4% |
| 3Y | -26.7% | +57.3% | -84.0% | -34.5% |
| 5Y | -12.0% | +39.5% | -51.6% | -21.8% |
| 10Y | +122.9% | +496.4% | -373.5% | +55.6% |
| All | +265.9% | +875.3% | -609.4% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling