-16.1%
VRSK vs S
+40.8%
-56.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.3% | -5.1% |
| 7D | -9.7% | -5.8% | -3.9% | -8.7% |
| 30D | -8.5% | -9.2% | +0.7% | -7.2% |
| 3M | -1.7% | +23.4% | -25.0% | -7.3% |
| All | -16.1% | +40.8% | -56.9% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling