+578.1%
VRSK vs M
+113.0%
+465.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -5.3% |
| 7D | -9.7% | +2.4% | -12.1% | -9.9% |
| 30D | -8.5% | -11.6% | +3.1% | -7.5% |
| 3M | -1.7% | +1.6% | -3.3% | -2.0% |
| 6M | -17.9% | +25.2% | -43.1% | -19.8% |
| YTD | -21.1% | +3.8% | -24.9% | -21.8% |
| 1Y | -35.1% | +36.3% | -71.5% | -37.6% |
| 3Y | -26.7% | +116.3% | -143.0% | -34.5% |
| 5Y | -12.0% | +28.2% | -40.2% | -19.6% |
| 10Y | +122.9% | -3.4% | +126.3% | +90.5% |
| All | +578.1% | +113.0% | +465.1% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling