-11.5%
VRSK vs P
+257.7%
-269.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.1% |
| 7D | -7.7% | -4.1% | -3.6% | -7.7% |
| 30D | -2.8% | -14.0% | +11.1% | -2.6% |
| 3M | -3.7% | +41.4% | -45.1% | -5.0% |
| 6M | -12.8% | +54.2% | -66.9% | -14.6% |
| YTD | -21.0% | +40.4% | -61.4% | -22.5% |
| 1Y | -32.5% | +16.0% | -48.4% | -33.5% |
| 3Y | -26.5% | +140.7% | -167.2% | -36.3% |
| 5Y | -11.5% | +256.3% | -267.8% | -30.5% |
| All | -11.5% | +257.7% | -269.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling