-9.2%
VRSK vs M
+36.6%
-45.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | +0.3% |
| 7D | +4.2% | +8.3% | -4.0% | +4.1% |
| 30D | +21.2% | +14.2% | +7.0% | +20.9% |
| 3M | +2.9% | -1.1% | +4.0% | +2.3% |
| 6M | +11.3% | +36.6% | -25.3% | +13.4% |
| YTD | -10.8% | +19.8% | -30.6% | -9.5% |
| 1Y | -9.2% | +37.2% | -46.3% | -7.0% |
| All | -9.2% | +36.6% | -45.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling