+580.9%
VRSK vs MKTX
+1,529.5%
-948.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | -2.9% | +40.8% | -43.7% | -10.8% |
| 6M | -12.8% | -8.0% | -4.8% | -12.1% |
| YTD | -20.8% | -8.7% | -12.1% | -20.1% |
| 1Y | -33.2% | -11.8% | -21.4% | -32.2% |
| 3Y | -26.6% | -24.0% | -2.5% | -25.0% |
| 5Y | -11.3% | -60.3% | +49.0% | +2.6% |
| 10Y | +126.1% | +5.0% | +121.1% | +113.9% |
| All | +580.9% | +1,529.5% | -948.7% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling