-11.1%
VRSK vs MKTX
-60.5%
+49.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -2.3% | +0.7% | -3.0% | -2.4% |
| 3M | -2.9% | +40.8% | -43.7% | -9.0% |
| 6M | -12.8% | -8.0% | -4.8% | -11.4% |
| YTD | -20.8% | -8.7% | -12.1% | -19.4% |
| 1Y | -33.2% | -11.8% | -21.4% | -31.7% |
| 3Y | -26.6% | -24.0% | -2.5% | -24.8% |
| All | -11.1% | -60.5% | +49.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling