+124.0%
VRSK vs SPY
+322.5%
-198.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -5.2% | -0.8% | -4.4% | -4.6% |
| 30D | -2.3% | -1.1% | -1.3% | -1.5% |
| 3M | -2.9% | +3.9% | -6.8% | -6.0% |
| 6M | -12.8% | +13.6% | -26.4% | -21.5% |
| YTD | -20.8% | +12.7% | -33.5% | -28.4% |
| 1Y | -33.2% | +17.5% | -50.7% | -41.8% |
| 3Y | -26.6% | +76.9% | -103.5% | -55.6% |
| 5Y | -11.3% | +83.6% | -94.9% | -48.6% |
| All | +124.0% | +322.5% | -198.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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