+579.5%
VRSK vs RGEN
+3,240.4%
-2,660.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.7% | -2.9% | -4.8% | -7.5% |
| 30D | -2.8% | -0.1% | -2.8% | -2.9% |
| 3M | -3.7% | +25.9% | -29.6% | -6.3% |
| 6M | -12.8% | +35.2% | -48.0% | -15.9% |
| YTD | -21.0% | +0.5% | -21.5% | -21.6% |
| 1Y | -32.5% | +37.0% | -69.4% | -35.4% |
| 3Y | -26.5% | +2.0% | -28.5% | -29.5% |
| 5Y | -11.5% | -44.2% | +32.7% | -11.6% |
| 10Y | +125.7% | +411.6% | -285.9% | +85.3% |
| All | +579.5% | +3,240.4% | -2,660.8% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling