+356.4%
VRSK vs INDA
+109.4%
+247.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -4.3% |
| 30D | -2.3% | -2.8% | +0.4% | -1.4% |
| 3M | -2.9% | +1.6% | -4.6% | -3.5% |
| 6M | -12.8% | -1.4% | -11.4% | -12.7% |
| YTD | -20.8% | -10.1% | -10.7% | -18.3% |
| 1Y | -33.2% | -8.8% | -24.4% | -31.6% |
| 3Y | -26.6% | +7.6% | -34.2% | -29.6% |
| 5Y | -11.3% | +5.8% | -17.1% | -14.8% |
| 10Y | +126.1% | +84.0% | +42.1% | +75.2% |
| All | +356.4% | +109.4% | +247.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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