-11.1%
VRSK vs SPXU
-86.1%
+75.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.2% |
| 7D | -5.2% | +2.5% | -7.6% | -4.7% |
| 30D | -2.3% | +4.2% | -6.5% | -1.5% |
| 3M | -2.9% | -9.3% | +6.3% | -4.5% |
| 6M | -12.8% | -30.7% | +17.9% | -18.3% |
| YTD | -20.8% | -28.1% | +7.3% | -25.1% |
| 1Y | -33.2% | -35.2% | +2.0% | -38.0% |
| 3Y | -26.6% | -79.9% | +53.4% | -45.6% |
| All | -11.1% | -86.1% | +75.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling