+7.8%
VRSK vs RVMD
+622.3%
-614.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -3.0% | -2.2% | -4.9% |
| 30D | -2.3% | -0.7% | -1.6% | -2.3% |
| 3M | -2.9% | +36.5% | -39.5% | -5.5% |
| 6M | -12.8% | +104.6% | -117.4% | -18.5% |
| YTD | -20.8% | +155.8% | -176.6% | -27.8% |
| 1Y | -33.2% | +340.7% | -373.9% | -42.1% |
| 3Y | -26.6% | +519.9% | -546.5% | -39.8% |
| 5Y | -11.3% | +584.9% | -596.3% | -31.4% |
| All | +7.8% | +622.3% | -614.5% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling