-26.7%
VRSK vs P
+137.3%
-164.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.3% |
| 7D | -7.7% | -4.1% | -3.6% | -7.9% |
| 30D | -2.8% | -14.0% | +11.1% | -3.4% |
| 3M | -3.7% | +41.4% | -45.1% | -2.2% |
| 6M | -12.8% | +54.2% | -66.9% | -11.2% |
| YTD | -21.0% | +40.4% | -61.4% | -19.6% |
| 1Y | -32.5% | +16.0% | -48.4% | -31.5% |
| All | -26.7% | +137.3% | -164.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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