-6.6%
VRSK vs SCHG
+6.0%
-12.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.7% |
| 7D | +4.2% | -2.5% | +6.8% | +3.7% |
| 30D | +21.2% | -5.4% | +26.6% | +20.2% |
| 3M | +2.9% | -2.2% | +5.0% | +2.4% |
| 6M | +11.3% | +5.2% | +6.2% | +11.6% |
| YTD | -10.8% | +6.8% | -17.6% | -10.8% |
| All | -6.6% | +6.0% | -12.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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