-6.4%
VRSK vs ROIV
+295.0%
-301.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +18.8% | -24.3% | -6.0% |
| 7D | -9.7% | +20.2% | -29.9% | -10.2% |
| 30D | -8.5% | +14.1% | -22.7% | -8.9% |
| 3M | -1.7% | +45.6% | -47.3% | -2.9% |
| 6M | -17.9% | +44.1% | -62.0% | -19.0% |
| YTD | -21.1% | +91.2% | -112.3% | -23.1% |
| 1Y | -35.1% | +221.3% | -256.4% | -38.3% |
| 3Y | -26.7% | +229.2% | -255.9% | -30.7% |
| 5Y | -12.0% | +316.5% | -328.5% | -20.4% |
| All | -6.4% | +295.0% | -301.5% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling