-30.6%
VRSK vs S
+10.1%
-40.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -3.1% | -7.7% | +4.6% | -1.9% |
| 30D | -1.6% | -5.3% | +3.8% | -1.0% |
| 3M | +3.5% | +20.3% | -16.8% | -0.8% |
| 6M | -13.4% | +47.4% | -60.7% | -20.3% |
| YTD | -16.5% | +32.5% | -49.0% | -22.3% |
| 1Y | -30.6% | +9.5% | -40.1% | -34.7% |
| All | -30.6% | +10.1% | -40.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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