-11.1%
VRSK vs RUN
-81.0%
+69.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -5.2% | -3.7% | -1.4% | -5.1% |
| 30D | -2.3% | -13.0% | +10.7% | -2.0% |
| 3M | -2.9% | -31.8% | +28.9% | -2.0% |
| 6M | -12.8% | -32.2% | +19.4% | -12.2% |
| YTD | -20.8% | -53.5% | +32.7% | -19.6% |
| 1Y | -33.2% | -46.5% | +13.3% | -32.9% |
| 3Y | -26.6% | -37.6% | +11.0% | -31.7% |
| All | -11.1% | -81.0% | +69.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling