-2.0%
VRSK vs RACE
+62.2%
-64.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.7% |
| 7D | -2.4% | -4.0% | +1.6% | -1.5% |
| 30D | +16.8% | +3.5% | +13.2% | +15.7% |
| 3M | +14.7% | -0.4% | +15.1% | +14.5% |
| 6M | +24.7% | +23.2% | +1.6% | +17.9% |
| YTD | -7.0% | +11.0% | -18.0% | -10.3% |
| 1Y | -2.1% | -2.2% | +0.1% | -2.2% |
| 3Y | -11.4% | +22.5% | -33.9% | -23.1% |
| All | -2.0% | +62.2% | -64.1% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling