-19.9%
VRSK vs Q
+71.3%
-91.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.3% |
| 7D | -3.1% | +0.2% | -3.4% | -3.1% |
| 30D | -1.6% | -11.1% | +9.6% | -3.0% |
| 3M | +3.5% | -22.1% | +25.6% | +1.0% |
| 6M | -13.4% | +0.5% | -13.8% | -15.3% |
| YTD | -16.5% | +47.8% | -64.3% | -18.2% |
| All | -19.9% | +71.3% | -91.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling