+28.5%
VRSK vs RACE
+24.9%
+3.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.5% |
| 7D | -2.4% | -4.0% | +1.6% | -1.9% |
| 30D | +16.8% | +3.5% | +13.2% | +15.8% |
| 3M | +14.7% | -0.4% | +15.1% | +14.2% |
| All | +28.5% | +24.9% | +3.6% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling