-11.5%
VRSK vs ROIV
+310.6%
-322.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -7.7% | +19.0% | -26.7% | -8.2% |
| 30D | -2.8% | +16.1% | -19.0% | -3.2% |
| 3M | -3.7% | +44.1% | -47.8% | -4.8% |
| 6M | -12.8% | +37.8% | -50.6% | -13.7% |
| YTD | -21.0% | +88.7% | -109.6% | -22.9% |
| 1Y | -32.5% | +197.3% | -229.8% | -35.4% |
| 3Y | -26.5% | +224.9% | -251.4% | -30.5% |
| 5Y | -11.5% | +311.0% | -322.5% | -22.3% |
| All | -11.5% | +310.6% | -322.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling