+7.6%
VRSK vs RVMD
+620.8%
-613.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -7.7% | -3.6% | -4.2% | -7.5% |
| 30D | -2.8% | -1.1% | -1.8% | -2.8% |
| 3M | -3.7% | +41.0% | -44.7% | -6.5% |
| 6M | -12.8% | +105.7% | -118.5% | -18.5% |
| YTD | -21.0% | +155.3% | -176.3% | -27.9% |
| 1Y | -32.5% | +402.7% | -435.2% | -42.1% |
| 3Y | -26.5% | +533.1% | -559.6% | -39.9% |
| 5Y | -11.5% | +583.5% | -595.0% | -31.5% |
| All | +7.6% | +620.8% | -613.2% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling