-23.3%
VRSK vs Q
+78.4%
-101.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.7% |
| 7D | -5.4% | +6.6% | -12.0% | -4.5% |
| 30D | -1.8% | -6.6% | +4.8% | -2.5% |
| 3M | -2.2% | -13.2% | +11.0% | -3.7% |
| 6M | -14.9% | +9.9% | -24.9% | -16.4% |
| YTD | -20.0% | +53.9% | -74.0% | -21.2% |
| All | -23.3% | +78.4% | -101.7% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling