+123.5%
VRSK vs RACE
+832.2%
-708.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -7.7% | -2.2% | -5.5% | -7.1% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -3.7% | +17.9% | -21.6% | -8.6% |
| 6M | -12.8% | +19.3% | -32.0% | -18.0% |
| YTD | -21.0% | +11.9% | -32.8% | -24.6% |
| 1Y | -32.5% | -12.7% | -19.7% | -30.7% |
| 3Y | -26.5% | +41.1% | -67.6% | -38.9% |
| 5Y | -11.5% | +94.1% | -105.6% | -35.9% |
| All | +123.5% | +832.2% | -708.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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