-11.3%
VRSK vs TECH
-43.4%
+32.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -7.7% | -0.5% | -7.2% | -7.6% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -3.7% | +37.4% | -41.2% | -10.4% |
| 6M | -12.8% | +36.9% | -49.6% | -19.5% |
| YTD | -21.0% | +23.1% | -44.1% | -25.7% |
| 1Y | -32.5% | +42.2% | -74.7% | -39.1% |
| 3Y | -26.5% | +1.9% | -28.5% | -30.4% |
| All | -11.3% | -43.4% | +32.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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