-11.1%
VRSK vs URA
+91.2%
-102.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -5.2% | -5.5% | +0.3% | -5.0% |
| 30D | -2.3% | -3.7% | +1.4% | -2.2% |
| 3M | -2.9% | -2.9% | 0.0% | -2.8% |
| 6M | -12.8% | -15.2% | +2.4% | -12.4% |
| YTD | -20.8% | +1.9% | -22.7% | -21.9% |
| 1Y | -33.2% | +6.9% | -40.2% | -34.9% |
| 3Y | -26.6% | +99.6% | -126.2% | -35.7% |
| All | -11.1% | +91.2% | -102.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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