+124.0%
VRSK vs IT
+103.1%
+20.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -1.5% |
| 7D | -5.2% | -3.7% | -1.5% | -4.0% |
| 30D | -2.3% | +0.1% | -2.4% | -2.5% |
| 3M | -2.9% | +20.7% | -23.6% | -10.3% |
| 6M | -12.8% | +12.0% | -24.8% | -17.8% |
| YTD | -20.8% | -28.8% | +8.0% | -14.1% |
| 1Y | -33.2% | -25.5% | -7.7% | -29.2% |
| 3Y | -26.6% | -48.8% | +22.2% | -15.1% |
| 5Y | -11.3% | -42.7% | +31.4% | -3.5% |
| All | +124.0% | +103.1% | +20.9% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling