-11.3%
VRSK vs SPG
+105.9%
-117.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -7.7% | -2.2% | -5.5% | -7.2% |
| 30D | -2.8% | -5.8% | +2.9% | -1.3% |
| 3M | -3.7% | -2.8% | -0.9% | -2.8% |
| 6M | -12.8% | +8.9% | -21.7% | -14.8% |
| YTD | -21.0% | +14.3% | -35.3% | -24.0% |
| 1Y | -32.5% | +19.5% | -52.0% | -35.9% |
| 3Y | -26.5% | +106.9% | -133.4% | -42.3% |
| All | -11.3% | +105.9% | -117.2% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling