-26.6%
VRSK vs M
+112.2%
-138.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | 0.0% |
| 7D | -5.2% | -4.2% | -1.0% | -5.1% |
| 30D | -2.3% | -7.2% | +4.9% | -2.2% |
| 3M | -2.9% | -11.1% | +8.2% | -2.7% |
| 6M | -12.8% | +28.8% | -41.6% | -13.1% |
| YTD | -20.8% | +2.0% | -22.9% | -20.8% |
| 1Y | -33.2% | +31.3% | -64.5% | -33.7% |
| 3Y | -26.6% | +119.1% | -145.7% | -27.9% |
| All | -26.6% | +112.2% | -138.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling