+587.8%
VRSK vs STZ
+794.5%
-206.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -5.4% | -6.0% | +0.6% | -4.0% |
| 30D | -1.8% | -8.9% | +7.1% | +0.4% |
| 3M | -2.2% | -12.6% | +10.3% | +0.8% |
| 6M | -14.9% | -17.2% | +2.3% | -11.6% |
| YTD | -20.0% | -10.0% | -10.0% | -18.9% |
| 1Y | -33.1% | -14.3% | -18.8% | -31.6% |
| 3Y | -25.6% | -49.9% | +24.3% | -14.5% |
| 5Y | -10.1% | -38.2% | +28.1% | -2.2% |
| 10Y | +128.4% | -12.0% | +140.4% | +123.4% |
| All | +587.8% | +794.5% | -206.7% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling