-11.3%
VRSK vs GEN
+21.1%
-32.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -7.7% | -4.3% | -3.4% | -6.6% |
| 30D | -2.8% | +3.8% | -6.6% | -3.8% |
| 3M | -3.7% | +22.3% | -26.0% | -8.5% |
| 6M | -12.8% | +39.0% | -51.7% | -19.9% |
| YTD | -21.0% | +11.9% | -32.9% | -23.8% |
| 1Y | -32.5% | +4.5% | -37.0% | -33.9% |
| 3Y | -26.5% | +59.0% | -85.5% | -35.6% |
| All | -11.3% | +21.1% | -32.4% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling