-30.6%
VRSK vs RVMD
+430.6%
-461.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -3.1% | +1.0% | -4.1% | -3.1% |
| 30D | -1.6% | +6.4% | -8.0% | -1.7% |
| 3M | +3.5% | +34.9% | -31.4% | +2.4% |
| 6M | -13.4% | +107.6% | -120.9% | -16.5% |
| YTD | -16.5% | +163.7% | -180.2% | -20.6% |
| 1Y | -30.6% | +439.2% | -469.8% | -40.5% |
| All | -30.6% | +430.6% | -461.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling