+124.0%
VRSK vs RUN
+42.2%
+81.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -5.2% | -3.7% | -1.4% | -5.0% |
| 30D | -2.3% | -13.0% | +10.7% | -1.6% |
| 3M | -2.9% | -31.8% | +28.9% | -1.1% |
| 6M | -12.8% | -32.2% | +19.4% | -11.6% |
| YTD | -20.8% | -53.5% | +32.7% | -18.6% |
| 1Y | -33.2% | -46.5% | +13.3% | -32.4% |
| 3Y | -26.6% | -37.6% | +11.0% | -33.4% |
| 5Y | -11.3% | -80.9% | +69.5% | -13.9% |
| All | +124.0% | +42.2% | +81.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling