+146.7%
VRSK vs RACE
+647.6%
-500.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.0% |
| 7D | -3.1% | -2.5% | -0.6% | -2.4% |
| 30D | -1.6% | +0.8% | -2.3% | -1.8% |
| 3M | +3.5% | +17.2% | -13.7% | -1.3% |
| 6M | -13.4% | +13.6% | -26.9% | -17.1% |
| YTD | -16.5% | +12.2% | -28.7% | -20.1% |
| 1Y | -30.6% | -16.3% | -14.3% | -28.0% |
| 3Y | -21.9% | +36.4% | -58.3% | -33.0% |
| 5Y | -6.3% | +95.0% | -101.2% | -29.7% |
| 10Y | +133.1% | +813.2% | -680.2% | +24.4% |
| All | +146.7% | +647.6% | -500.9% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling