+124.0%
VRSK vs RNG
+222.9%
-98.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -6.1% | +0.9% | -4.3% |
| 30D | -2.3% | +9.6% | -11.9% | -3.6% |
| 3M | -2.9% | +83.3% | -86.3% | -11.1% |
| 6M | -12.8% | +77.9% | -90.7% | -20.2% |
| YTD | -20.8% | +139.9% | -160.7% | -31.1% |
| 1Y | -33.2% | +121.7% | -154.9% | -41.5% |
| 3Y | -26.6% | +121.9% | -148.4% | -38.0% |
| 5Y | -11.3% | -68.4% | +57.0% | -4.2% |
| All | +124.0% | +222.9% | -98.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling