+518.5%
VRSK vs URA
-29.9%
+548.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.6% |
| 7D | -5.4% | +5.7% | -11.1% | -6.1% |
| 30D | -1.8% | +5.6% | -7.3% | -2.6% |
| 3M | -2.2% | +6.2% | -8.4% | -3.5% |
| 6M | -14.9% | -8.2% | -6.7% | -15.0% |
| YTD | -20.0% | +9.7% | -29.7% | -22.8% |
| 1Y | -33.1% | +17.0% | -50.1% | -36.8% |
| 3Y | -25.6% | +118.5% | -144.1% | -38.9% |
| 5Y | -10.1% | +134.3% | -144.5% | -29.7% |
| 10Y | +128.4% | +377.5% | -249.1% | +44.9% |
| All | +518.5% | -29.9% | +548.4% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling