+171.2%
VRSK vs P
+535.2%
-364.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | +1.6% | +11.6% | -10.0% | +0.8% |
| 30D | +15.1% | -23.7% | +38.8% | +16.8% |
| 3M | +12.1% | -8.0% | +20.0% | +11.5% |
| 6M | +29.4% | +27.9% | +1.5% | +23.9% |
| YTD | -6.4% | +61.2% | -67.5% | -13.1% |
| 1Y | -3.6% | +28.6% | -32.2% | -9.0% |
| 3Y | -10.9% | +200.5% | -211.4% | -29.0% |
| 5Y | -0.5% | +282.9% | -283.4% | -25.5% |
| 10Y | +163.7% | +665.9% | -502.2% | +71.7% |
| All | +171.2% | +535.2% | -364.0% | +74.0% |
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