+334.5%
VRSK vs FIVE
+846.9%
-512.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.6% | +2.7% | -1.1% | +1.2% |
| 30D | +15.1% | +12.7% | +2.4% | +13.1% |
| 3M | +12.1% | +2.1% | +10.0% | +11.5% |
| 6M | +29.4% | +17.5% | +11.9% | +25.9% |
| YTD | -6.4% | +31.0% | -37.3% | -10.7% |
| 1Y | -3.6% | +67.7% | -71.3% | -11.2% |
| 3Y | -10.9% | +43.4% | -54.3% | -19.2% |
| 5Y | -0.5% | +18.1% | -18.6% | -9.1% |
| 10Y | +163.7% | +508.8% | -345.1% | +83.7% |
| All | +334.5% | +846.9% | -512.4% | +179.8% |
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