-10.9%
VRSK vs ROIV
+357.5%
-368.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.6% |
| 30D | +15.1% | +17.6% | -2.5% | +15.5% |
| 3M | +12.1% | +9.0% | +3.1% | +12.5% |
| 6M | +29.4% | +35.3% | -5.9% | +29.5% |
| YTD | -6.4% | +82.2% | -88.5% | -7.4% |
| 1Y | -3.6% | +92.3% | -95.8% | -5.2% |
| 3Y | -10.9% | +336.8% | -347.7% | -19.7% |
| All | -10.9% | +357.5% | -368.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling