+579.5%
VRSK vs SPY
+869.8%
-290.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -7.7% | -2.0% | -5.7% | -6.4% |
| 30D | -2.8% | -1.7% | -1.2% | -1.7% |
| 3M | -3.7% | +4.7% | -8.4% | -7.1% |
| 6M | -12.8% | +12.5% | -25.3% | -20.4% |
| YTD | -21.0% | +11.7% | -32.7% | -27.6% |
| 1Y | -32.5% | +17.5% | -49.9% | -40.6% |
| 3Y | -26.5% | +76.6% | -103.1% | -53.4% |
| 5Y | -11.5% | +82.0% | -93.5% | -45.5% |
| 10Y | +125.7% | +317.1% | -191.5% | -22.9% |
| All | +579.5% | +869.8% | -290.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling