-26.6%
VRSK vs SCHG
+86.3%
-112.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -5.2% | -1.0% | -4.1% | -5.0% |
| 30D | -2.3% | -1.3% | -1.1% | -2.2% |
| 3M | -2.9% | +5.4% | -8.4% | -3.5% |
| 6M | -12.8% | +14.4% | -27.2% | -14.5% |
| YTD | -20.8% | +8.0% | -28.8% | -21.7% |
| 1Y | -33.2% | +12.7% | -45.9% | -34.6% |
| 3Y | -26.6% | +85.6% | -112.2% | -39.0% |
| All | -26.6% | +86.3% | -112.8% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling