-26.6%
VRSK vs SPYG
+98.4%
-125.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | -2.3% | -1.5% | -0.8% | -2.3% |
| 3M | -2.9% | +3.7% | -6.7% | -3.0% |
| 6M | -12.8% | +16.4% | -29.2% | -14.2% |
| YTD | -20.8% | +13.3% | -34.1% | -21.8% |
| 1Y | -33.2% | +17.9% | -51.1% | -34.6% |
| 3Y | -26.6% | +98.3% | -124.9% | -40.5% |
| All | -26.6% | +98.4% | -125.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling