+141.8%
VRSK vs P
+485.4%
-343.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | -3.1% | +6.5% | -9.7% | -3.7% |
| 30D | -1.6% | +18.8% | -20.4% | -3.4% |
| 3M | +3.5% | +26.7% | -23.2% | +0.4% |
| 6M | -13.4% | +62.2% | -75.5% | -18.5% |
| YTD | -16.5% | +48.5% | -65.0% | -21.2% |
| 1Y | -30.6% | +26.4% | -57.0% | -34.1% |
| 3Y | -21.9% | +159.4% | -181.3% | -36.1% |
| 5Y | -6.3% | +275.8% | -282.1% | -29.3% |
| 10Y | +133.1% | +732.0% | -598.9% | +53.2% |
| All | +141.8% | +485.4% | -343.6% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling