-26.6%
VRSK vs GEN
+60.3%
-86.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | -2.3% | +6.1% | -8.4% | -3.8% |
| 3M | -2.9% | +27.0% | -29.9% | -8.5% |
| 6M | -12.8% | +43.9% | -56.7% | -20.4% |
| YTD | -20.8% | +13.0% | -33.8% | -23.9% |
| 1Y | -33.2% | +4.0% | -37.2% | -34.8% |
| 3Y | -26.6% | +66.2% | -92.8% | -34.0% |
| All | -26.6% | +60.3% | -86.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling