-11.1%
VRSK vs USFR
+20.6%
-31.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.4% |
| 30D | -2.3% | +0.4% | -2.7% | -3.0% |
| 3M | -2.9% | +1.0% | -4.0% | -5.0% |
| 6M | -12.8% | +2.0% | -14.8% | -15.9% |
| YTD | -20.8% | +2.8% | -23.6% | -24.4% |
| 1Y | -33.2% | +4.1% | -37.3% | -37.2% |
| 3Y | -26.6% | +14.1% | -40.7% | -32.5% |
| All | -11.1% | +20.6% | -31.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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