-11.1%
VRSK vs RGEN
-44.2%
+33.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -5.2% | -1.4% | -3.7% | -5.0% |
| 30D | -2.3% | -0.3% | -2.0% | -2.3% |
| 3M | -2.9% | +23.9% | -26.8% | -5.7% |
| 6M | -12.8% | +38.5% | -51.3% | -16.6% |
| YTD | -20.8% | +0.8% | -21.6% | -21.5% |
| 1Y | -33.2% | +38.2% | -71.4% | -36.7% |
| 3Y | -26.6% | +1.3% | -27.9% | -30.0% |
| All | -11.1% | -44.2% | +33.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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