-3.2%
VRSK vs QS
-47.4%
+44.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -7.7% | -5.0% | -2.8% | -7.7% |
| 30D | -2.8% | -18.3% | +15.5% | -2.5% |
| 3M | -3.7% | -26.0% | +22.3% | -3.4% |
| 6M | -12.8% | -24.0% | +11.3% | -12.7% |
| YTD | -21.0% | -50.3% | +29.3% | -20.2% |
| 1Y | -32.5% | -38.0% | +5.5% | -32.5% |
| 3Y | -26.5% | -24.6% | -1.9% | -28.3% |
| 5Y | -11.5% | -75.4% | +63.9% | -13.1% |
| All | -3.2% | -47.4% | +44.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling