+137.2%
VRSK vs RUN
-33.9%
+171.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -7.7% | -3.4% | -4.4% | -7.6% |
| 30D | -2.8% | -14.0% | +11.1% | -2.1% |
| 3M | -3.7% | -27.5% | +23.8% | -2.3% |
| 6M | -12.8% | -29.0% | +16.2% | -11.9% |
| YTD | -21.0% | -53.1% | +32.1% | -18.9% |
| 1Y | -32.5% | -46.7% | +14.3% | -31.7% |
| 3Y | -26.5% | -38.3% | +11.8% | -32.7% |
| 5Y | -11.5% | -80.7% | +69.2% | -14.2% |
| 10Y | +125.7% | +42.4% | +83.3% | +67.0% |
| All | +137.2% | -33.9% | +171.1% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling