-11.1%
VRSK vs RVMD
+576.1%
-587.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.2% | -3.0% | -2.2% | -5.0% |
| 30D | -2.3% | -0.7% | -1.6% | -2.3% |
| 3M | -2.9% | +36.5% | -39.5% | -5.3% |
| 6M | -12.8% | +104.6% | -117.4% | -18.2% |
| YTD | -20.8% | +155.8% | -176.6% | -27.5% |
| 1Y | -33.2% | +340.7% | -373.9% | -41.8% |
| 3Y | -26.6% | +519.9% | -546.5% | -39.5% |
| All | -11.1% | +576.1% | -587.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling