+124.0%
VRSK vs TROW
+130.0%
-6.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -5.2% | -3.2% | -2.0% | -4.1% |
| 30D | -2.3% | -4.6% | +2.3% | -0.7% |
| 3M | -2.9% | -0.7% | -2.3% | -3.0% |
| 6M | -12.8% | +22.2% | -35.0% | -19.2% |
| YTD | -20.8% | +6.6% | -27.4% | -23.1% |
| 1Y | -33.2% | +5.8% | -39.0% | -35.2% |
| 3Y | -26.6% | +11.6% | -38.2% | -32.1% |
| 5Y | -11.3% | -38.9% | +27.6% | +1.4% |
| All | +124.0% | +130.0% | -6.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling