-11.3%
VRSK vs S
-69.1%
+57.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -2.8% | -11.8% | +9.0% | -1.7% |
| 3M | -3.7% | +33.9% | -37.6% | -6.9% |
| 6M | -12.8% | +40.1% | -52.9% | -16.3% |
| YTD | -21.0% | +32.1% | -53.0% | -23.8% |
| 1Y | -32.5% | +11.0% | -43.5% | -34.0% |
| 3Y | -26.5% | +16.9% | -43.5% | -30.5% |
| All | -11.3% | -69.1% | +57.9% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling