-11.3%
VRSK vs RVTY
-34.9%
+23.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.8% |
| 7D | -7.7% | -7.4% | -0.3% | -6.4% |
| 30D | -2.8% | +4.5% | -7.3% | -3.7% |
| 3M | -3.7% | +19.5% | -23.2% | -7.2% |
| 6M | -12.8% | +34.1% | -46.9% | -18.3% |
| YTD | -21.0% | +25.3% | -46.2% | -25.2% |
| 1Y | -32.5% | +47.0% | -79.5% | -38.8% |
| 3Y | -26.5% | +14.1% | -40.7% | -31.0% |
| All | -11.3% | -34.9% | +23.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling