+3.9%
VRSK vs S
-57.8%
+61.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.3% | -5.3% |
| 7D | -9.7% | -5.8% | -3.9% | -9.2% |
| 30D | -8.5% | -9.2% | +0.7% | -7.8% |
| 3M | -1.7% | +23.4% | -25.0% | -4.0% |
| 6M | -17.9% | +36.9% | -54.8% | -20.8% |
| YTD | -21.1% | +29.5% | -50.7% | -23.6% |
| 1Y | -35.1% | +5.4% | -40.6% | -36.2% |
| 3Y | -26.7% | +14.7% | -41.4% | -30.2% |
| 5Y | -12.0% | -71.5% | +59.5% | -12.1% |
| All | +3.9% | -57.8% | +61.7% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling