-11.5%
VRSK vs REPL
-58.5%
+47.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -1.2% |
| 7D | -7.7% | -13.4% | +5.7% | -7.8% |
| 30D | -2.8% | -3.0% | +0.2% | -2.8% |
| 3M | -3.7% | +56.3% | -60.0% | -3.4% |
| 6M | -12.8% | +60.9% | -73.6% | -12.5% |
| YTD | -21.0% | +36.2% | -57.2% | -20.6% |
| 1Y | -32.5% | +121.0% | -153.5% | -32.8% |
| 3Y | -26.5% | -32.8% | +6.3% | -24.8% |
| 5Y | -11.5% | -58.7% | +47.2% | -9.8% |
| All | -11.5% | -58.5% | +47.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling