+124.0%
VRSK vs SPG
+64.5%
+59.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | -2.3% | -6.1% | +3.8% | -1.2% |
| 3M | -2.9% | -3.6% | +0.7% | -2.2% |
| 6M | -12.8% | +10.4% | -23.2% | -14.4% |
| YTD | -20.8% | +14.4% | -35.2% | -22.9% |
| 1Y | -33.2% | +16.5% | -49.8% | -35.2% |
| 3Y | -26.6% | +106.8% | -133.4% | -36.2% |
| 5Y | -11.3% | +108.9% | -120.2% | -23.8% |
| All | +124.0% | +64.5% | +59.5% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling