-30.6%
VRSK vs RVTY
+57.1%
-87.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -3.1% | +1.1% | -4.2% | -3.1% |
| 30D | -1.6% | +13.2% | -14.8% | -1.4% |
| 3M | +3.5% | +27.2% | -23.7% | +3.7% |
| 6M | -13.4% | +32.4% | -45.8% | -12.9% |
| YTD | -16.5% | +34.9% | -51.4% | -15.6% |
| 1Y | -30.6% | +52.4% | -82.9% | -30.6% |
| All | -30.6% | +57.1% | -87.7% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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