-9.2%
VRSK vs SPXU
-30.4%
+21.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.2% |
| 7D | +4.2% | +2.2% | +2.1% | +3.9% |
| 30D | +21.2% | +3.8% | +17.4% | +20.5% |
| 3M | +2.9% | +3.3% | -0.4% | +2.3% |
| 6M | +11.3% | -16.7% | +28.0% | +12.9% |
| YTD | -10.8% | -28.6% | +17.8% | -8.6% |
| 1Y | -9.2% | -30.6% | +21.4% | -6.7% |
| All | -9.2% | -30.4% | +21.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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