-11.1%
VRSK vs QS
-74.9%
+63.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -5.2% | -3.6% | -1.5% | -5.1% |
| 30D | -2.3% | -17.2% | +14.9% | -1.9% |
| 3M | -2.9% | -27.0% | +24.0% | -2.3% |
| 6M | -12.8% | -24.6% | +11.8% | -12.6% |
| YTD | -20.8% | -49.3% | +28.5% | -19.5% |
| 1Y | -33.2% | -40.3% | +7.1% | -33.2% |
| 3Y | -26.6% | -23.8% | -2.8% | -30.5% |
| All | -11.1% | -74.9% | +63.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling