+579.5%
VRSK vs SPYG
+1,193.2%
-613.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -7.7% | -1.8% | -5.9% | -6.7% |
| 30D | -2.8% | -1.9% | -0.9% | -1.7% |
| 3M | -3.7% | +5.2% | -8.9% | -7.3% |
| 6M | -12.8% | +15.6% | -28.3% | -21.4% |
| YTD | -21.0% | +12.4% | -33.4% | -27.7% |
| 1Y | -32.5% | +17.5% | -49.9% | -40.3% |
| 3Y | -26.5% | +98.1% | -124.6% | -56.2% |
| 5Y | -11.5% | +84.9% | -96.4% | -45.5% |
| 10Y | +125.7% | +417.7% | -292.0% | -32.6% |
| All | +579.5% | +1,193.2% | -613.7% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling