-11.1%
VRSK vs TRU
-35.6%
+24.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.2% | -2.7% | -2.4% | -4.4% |
| 30D | -2.3% | -2.0% | -0.3% | -1.7% |
| 3M | -2.9% | +18.4% | -21.4% | -7.0% |
| 6M | -12.8% | +8.9% | -21.7% | -14.9% |
| YTD | -20.8% | -8.9% | -11.9% | -19.5% |
| 1Y | -33.2% | -15.9% | -17.3% | -31.1% |
| 3Y | -26.6% | -1.1% | -25.5% | -29.6% |
| All | -11.1% | -35.6% | +24.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling