-33.2%
VRSK vs REPL
+119.0%
-152.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -5.2% | -14.1% | +8.9% | -5.4% |
| 30D | -2.3% | -15.2% | +12.9% | -2.5% |
| 3M | -2.9% | +49.9% | -52.8% | -1.8% |
| 6M | -12.8% | +63.5% | -76.3% | -10.8% |
| YTD | -20.8% | +32.9% | -53.7% | -18.7% |
| 1Y | -33.2% | +115.0% | -148.2% | -32.6% |
| All | -33.2% | +119.0% | -152.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling