-24.0%
VRSK vs Q
+79.8%
-103.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.5% |
| 7D | -5.2% | +4.9% | -10.1% | -4.5% |
| 30D | -2.3% | -11.0% | +8.7% | -3.6% |
| 3M | -2.9% | -15.2% | +12.3% | -4.5% |
| 6M | -12.8% | +8.8% | -21.6% | -14.2% |
| YTD | -20.8% | +55.1% | -75.9% | -21.9% |
| All | -24.0% | +79.8% | -103.8% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling