-25.8%
VRSK vs ROIV
+230.5%
-256.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -5.4% | +22.3% | -27.7% | -5.1% |
| 30D | -1.8% | +16.9% | -18.6% | -1.5% |
| 3M | -2.2% | +43.9% | -46.2% | -2.2% |
| 6M | -14.9% | +41.6% | -56.5% | -14.9% |
| YTD | -20.0% | +92.7% | -112.7% | -20.8% |
| 1Y | -33.1% | +210.2% | -243.3% | -35.7% |
| All | -25.8% | +230.5% | -256.3% | -30.4% |
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