-0.2%
VRSK vs TRU
+4.5%
-4.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +5.9% | +6.5% |
| 7D | +10.9% | +9.8% | +1.1% | +6.5% |
| 30D | +28.0% | +30.7% | -2.7% | +14.3% |
| 3M | +12.3% | +3.8% | +8.5% | +10.7% |
| 6M | +17.8% | +21.9% | -4.1% | +9.2% |
| YTD | -4.7% | -2.8% | -1.9% | -6.2% |
| 1Y | -0.2% | +4.8% | -5.0% | -3.3% |
| All | -0.2% | +4.5% | -4.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling