+124.0%
VRSK vs QSR
+135.2%
-11.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -5.2% | -4.0% | -1.2% | -3.9% |
| 30D | -2.3% | +2.8% | -5.1% | -3.2% |
| 3M | -2.9% | +5.1% | -8.0% | -4.4% |
| 6M | -12.8% | +8.8% | -21.6% | -15.0% |
| YTD | -20.8% | +14.8% | -35.6% | -24.2% |
| 1Y | -33.2% | +25.7% | -58.9% | -37.9% |
| 3Y | -26.6% | +27.5% | -54.1% | -33.2% |
| 5Y | -11.3% | +41.3% | -52.6% | -22.8% |
| All | +124.0% | +135.2% | -11.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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