-33.2%
VRSK vs S
+8.9%
-42.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -2.3% | -11.4% | +9.1% | -0.6% |
| 3M | -2.9% | +33.8% | -36.7% | -8.6% |
| 6M | -12.8% | +39.5% | -52.3% | -19.0% |
| YTD | -20.8% | +31.7% | -52.5% | -26.2% |
| 1Y | -33.2% | +7.0% | -40.2% | -37.7% |
| All | -33.2% | +8.9% | -42.2% | -37.7% |
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