-16.1%
VRSK vs P
+66.1%
-82.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.2% | -5.3% |
| 7D | -9.7% | +7.8% | -17.6% | -8.7% |
| 30D | -8.5% | +12.3% | -20.8% | -6.5% |
| 3M | -1.7% | +37.1% | -38.8% | +3.9% |
| All | -16.1% | +66.1% | -82.2% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling