-11.3%
VRSK vs STZ
-36.9%
+25.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | -7.7% | -4.1% | -3.6% | -6.8% |
| 30D | -2.8% | -7.6% | +4.8% | -1.1% |
| 3M | -3.7% | -12.3% | +8.6% | -0.9% |
| 6M | -12.8% | -16.3% | +3.5% | -9.8% |
| YTD | -21.0% | -8.4% | -12.6% | -20.9% |
| 1Y | -32.5% | -10.8% | -21.6% | -32.0% |
| 3Y | -26.5% | -49.0% | +22.5% | -13.8% |
| All | -11.3% | -36.9% | +25.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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