-11.1%
VRSK vs RNG
-68.4%
+57.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -6.1% | +0.9% | -4.5% |
| 30D | -2.3% | +9.6% | -11.9% | -3.3% |
| 3M | -2.9% | +83.3% | -86.3% | -9.5% |
| 6M | -12.8% | +77.9% | -90.7% | -18.7% |
| YTD | -20.8% | +139.9% | -160.7% | -28.9% |
| 1Y | -33.2% | +121.7% | -154.9% | -39.7% |
| 3Y | -26.6% | +121.9% | -148.4% | -35.5% |
| All | -11.1% | -68.4% | +57.3% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling